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type_genre:"Mikroform"
type_genre:"Sammlung"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of public economics"
~subject:"Probability theory"
~type_genre:"Aufsatz in Zeitschrift"
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Probability theory
Theorie
2,708
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Risk
297
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286
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286
Optimal taxation
207
Optimale Besteuerung
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184
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Cheung, Eric C. K.
5
Chen, Yiqing
4
Landriault, David
4
Lefevre, Claude
4
Dickson, David C. M.
3
Landsman, Zinoviy
3
Li, Jinzhu
3
Loisel, Stéphane
3
Makov, Udi
3
Mandjes, Michel
3
Shushi, Tomer
3
Sordo, Miguel A.
3
Willmot, Gordon E.
3
Xu, Di
3
Albrecher, Hansjörg
2
Cossette, Hélène
2
Delsing, G. A.
2
Di Bernardino, Elena
2
Kim, Bara
2
Kim, Jeongsim
2
Lee, Wing Yan
2
Li, Bin
2
Li, Bo
2
López-Díaz, Miguel
2
Marceau, Etienne
2
Ni, Weihong
2
Spreij, P. J. C.
2
Suárez-Llorens, Alfonso
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Tang, Qihe
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Trufin, Julien
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Vernic, Raluca
2
Wei, Li
2
Winands, E. M. M.
2
Woo, Jae-Kyung
2
Yang, Hailiang
2
Young, Virginia R.
2
Yuan, Zhongyi
2
Adan, Ivo
1
Adjabi, S.
1
Afonso, Lourdes B.
1
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Insurance / Mathematics & economics
Journal of public economics
European journal of operational research : EJOR
73
Economics letters
55
Risks : open access journal
55
Scandinavian actuarial journal
42
International journal of forecasting
41
Theory and decision : an international journal for multidisciplinary advances in decision science
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Operations research letters
34
Journal of mathematical economics
32
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
27
Journal of econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of economic theory
24
Economic theory : official journal of the Society for the Advancement of Economic Theory
22
Mathematics of operations research
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Mathematical social sciences
20
International journal of production research
19
Operations research
18
Statistical papers
18
Journal of applied probability
17
Journal of risk and uncertainty : JRU
17
Metrika : international journal for theoretical and applied statistics
17
Econometric reviews
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Finance and stochastics
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
15
Annals of operations research
13
Astin bulletin : the journal of the International Actuarial Association
13
Econometric theory
13
INFORMS journal on computing : JOC
13
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
11
Journal of economic dynamics & control
11
Journal of the Royal Statistical Society
11
American journal of agricultural economics
10
Computers & operations research : and their applications to problems of world concern ; an international journal
10
Jahrbücher für Nationalökonomie und Statistik
10
Applied economics letters
9
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ECONIS (ZBW)
117
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117
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1
The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter
;
Mandjes, Michel
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
Saved in:
2
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
3
A note on portfolios of averages of lognormal variables
Boyle, Phelim P.
;
Jiang, Ruihong
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 97-109
Persistent link: https://www.econbiz.de/10014446731
Saved in:
4
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Yuan, Meng
;
Lu, Dawei
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 120-141
Persistent link: https://www.econbiz.de/10014446748
Saved in:
5
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.
;
Zhu, Wei
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 84-101
Persistent link: https://www.econbiz.de/10014316665
Saved in:
6
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
7
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
8
Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims
Vernic, Raluca
;
Bolancé, Catalina
;
Alemany, Ramon
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 111-125
Persistent link: https://www.econbiz.de/10013271963
Saved in:
9
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
10
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg
;
Cheung, Eric C. K.
;
Liu, Haibo
; …
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
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