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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
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Systemic risk : conditional distortion risk measures
Dhaene, Jan; Laeven, Roger J. A.; Zhang, Yiying - In: Insurance / Mathematics & economics 102 (2022), pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
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Asymptotic results on marginal expected shortfalls for dependent risks
Li, Jinzhu - In: Insurance / Mathematics & economics 102 (2022), pp. 146-168
Persistent link: https://www.econbiz.de/10013271968
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Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu; Lin, Liyuan; Wang, Ruodu - In: Insurance / Mathematics & economics 102 (2022), pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
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Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Insurance / Mathematics & economics 102 (2022), pp. 188-202
Persistent link: https://www.econbiz.de/10013271971
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Valuing guaranteed minimum accumulation benefits by a change of numéraire approach
Huang, Yiming; Mamon, Rogemar; Xiong, Heng - In: Insurance / Mathematics & economics 103 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013198316
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Risk transference constraints in optimal reinsurance
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Insurance / Mathematics & economics 103 (2022), pp. 27-40
Persistent link: https://www.econbiz.de/10013198321
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Multi-population mortality modeling : when the data is too much and not enough
Kung, Ko-Lun; MacMinn, Richard D.; Kuo, Weiyu; Tsai, … - In: Insurance / Mathematics & economics 103 (2022), pp. 41-55
Persistent link: https://www.econbiz.de/10013198325
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Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang; Chen, Yu; Hu, Taizhong - In: Insurance / Mathematics & economics 103 (2022), pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
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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