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accessRights:"restricted"
subject:"Risk"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Neue politische Ökonomie"
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Neue politische Ökonomie
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De Donder, Philippe
8
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5
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ECONIS (ZBW)
219
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1
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.
;
Economidesa, D.-J.
;
Vaggelatou, E.
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
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2
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
3
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
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4
Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
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5
Ruin probabilities for risk process in a regime-switching environment
Palmowski, Zbigniew
- In:
Scandinavian actuarial journal
2022
(
2022
)
7
,
pp. 565-590
Persistent link: https://www.econbiz.de/10013370724
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6
Gambler's ruin problem in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan
;
Jiang, Zhengjun
;
Qu, Yixin
- In:
Scandinavian actuarial journal
2022
(
2022
)
8
,
pp. 682-694
Persistent link: https://www.econbiz.de/10013370732
Saved in:
7
Modelling mortality by continuous benefit amount
Richards, Stephen J.
- In:
Scandinavian actuarial journal
2022
(
2022
)
8
,
pp. 695-717
Persistent link: https://www.econbiz.de/10013370733
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8
Household consumption-investment-insurance decisions with uncertain income and market ambiguity
Wang, Ning
;
Zhuo, Jin
;
Siu, Tak Kuen
;
Qiu, Ming
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 832-865
Persistent link: https://www.econbiz.de/10012696889
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9
Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah
;
Takhedmit, Baya
;
Ouazine, Sofiane
; …
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
Saved in:
10
Optimal prevention of large risks with two types of claims
Gauchon, Romain
;
Loisel, Stéphane
;
Rullière, Jean-Louis
; …
- In:
Scandinavian actuarial journal
2021
(
2021
)
4
,
pp. 323-334
Persistent link: https://www.econbiz.de/10012515736
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