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~person:"Cheung, Ka Chun"
~person:"Li, Shuanming"
~subject:"Insolvency"
~subject:"Probability theory"
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Search: subject_exact:"Risikomodell"
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Insolvency
Probability theory
Risikomodell
22
Risk model
22
Theorie
12
Theory
12
Actuarial mathematics
7
Versicherungsmathematik
7
Insolvenz
6
Statistical distribution
6
Statistische Verteilung
6
Economics of insurance
4
Reinsurance
4
Risiko
4
Risikomaß
4
Risk
4
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Rückversicherung
4
Versicherungsökonomik
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Wahrscheinlichkeitsrechnung
4
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3
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3
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3
Kapitalbedarf
3
Distortion risk measure
2
Finanzmathematik
2
Mathematical finance
2
Measurement
2
Messung
2
Optimal reinsurance
2
Risikomanagement
2
Risk management
2
Artificial intelligence
1
Asymmetric information
1
Asymmetrische Information
1
Bowley reinsurance
1
Bowley solution
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Classical risk model
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Counterparty default risk
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8
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Cheung, Ka Chun
Li, Shuanming
Constantinescu, Corina
7
Hall, Brian J.
7
Bohn, James G.
6
Dickson, David C. M.
5
Albrecher, Hansjörg
4
Born, Patricia
4
Cheung, Eric C. K.
4
Lefevre, Claude
4
Mandjes, Michel
4
Reis, Alfredo D. Egídio dos
4
Viscusi, W. Kip
4
Young, Virginia R.
4
Zhang, Zhimin
4
Zhu, Wei
4
Asmussen, Søren
3
Boxma, Onno
3
Cardoso, Rui M. R.
3
Chakrabarti, Tripti
3
Chen, Yiqing
3
Das, Palash Ranjan
3
Jiang, Zhengjun
3
Kaishev, Vladimir K.
3
Landriault, David
3
Li, Bin
3
Loke, Sooie-Hoe
3
Lu, Yi
3
Nie, Ciyu
3
Wakker, Peter P.
3
Wu, Xueyuan
3
Xu, Di
3
Yang, Hailiang
3
Adékambi, Franck
2
Afonso, Lourdes B.
2
Badescu, Andrei L.
2
Beard, Thomas Randolph
2
Chen, Mi
2
Dassios, Angelos
2
Delsing, G. A.
2
Denuit, Michel
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
5
Insurance / Mathematics & economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
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ECONIS (ZBW)
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1
On the time and the number of claims when the surplus drops below a certain level
Li, Shuanming
;
Lu, Yi
-
2014
Persistent link: https://www.econbiz.de/10011342003
Saved in:
2
Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
-
2014
Persistent link: https://www.econbiz.de/10011342005
Saved in:
3
On the generalized Gerber-Shiu function for surplus processes with interest
Li, Shuanming
;
Lu, Yi
-
2012
Persistent link: https://www.econbiz.de/10009750180
Saved in:
4
The finite time ruin probability in a risk model with capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
-
2012
Persistent link: https://www.econbiz.de/10009656102
Saved in:
5
Minmising the ruin probability through capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
-
2010
Persistent link: https://www.econbiz.de/10008698575
Saved in:
6
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
7
On the generalized Gerber-Shiu function for surplus processes with interest
Li, Shuanming
;
Lu, Yi
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 127-134
Persistent link: https://www.econbiz.de/10009736123
Saved in:
8
Minimizing the ruin probability through capital injections
Nie, Ciyu
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Annals of actuarial science : publ. by the Institute of …
5
(
2011
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10009297551
Saved in:
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