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subject:"Risk model"
~isPartOf:"Economic modelling"
~isPartOf:"Scandinavian actuarial journal"
~isPartOf:"Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance"
~person:"Constantinescu, Corina"
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Risk model
Probability theory
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Risk
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Statistische Verteilung
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gamma distribution
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ruin probability
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Constantinescu, Corina
Sherris, Michael
4
Zhang, Zhimin
4
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3
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3
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3
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Economic modelling
Scandinavian actuarial journal
Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
Risks : open access journal
2
Finance and stochastics
1
Insurance / Mathematics & economics
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ECONIS (ZBW)
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An application of risk theory to mortgage lending
Akahori, Jiro
;
Constantinescu, Corina
;
Imamura, Yuri
; …
- In:
Scandinavian actuarial journal
2022
(
2022
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
Saved in:
2
On the risk of credibility premium rules
Asmussen, Søren
;
Constantinescu, Corina
;
Thøgersen, Julie
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 866-889
Persistent link: https://www.econbiz.de/10012696890
Saved in:
3
A ruin model with a resampled environment
Constantinescu, Corina
;
Delsing, G.
;
Mandjes, Michel
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 323-341
Persistent link: https://www.econbiz.de/10012262740
Saved in:
4
Ruin probabilities in classical risk models with gamma claims
Constantinescu, Corina
;
Samorodnitsky, Gennady
;
Zhu, Wei
- In:
Scandinavian actuarial journal
(
2018
)
7
,
pp. 555-575
Persistent link: https://www.econbiz.de/10011939710
Saved in:
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