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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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A risk model with renewal shot-noise Cox process
Dassios, Angelos; Jang, Jiwook; Zhao, Hongbiao - In: Insurance / Mathematics & economics 65 (2015), pp. 55-65
Persistent link: https://www.econbiz.de/10011422868
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A directional multivariate value at risk
Torres, Raúl; Lillo, Rosa E.; Laniado, Henry - In: Insurance / Mathematics & economics 65 (2015), pp. 111-123
Persistent link: https://www.econbiz.de/10011422886
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Preserving the Rothschild-Stiglitz type of increasing risk with background risk
Guo, Xu; Li, Jingyuan; Liu, Dongri; Wang, Jianli - In: Insurance / Mathematics & economics 70 (2016), pp. 144-149
Persistent link: https://www.econbiz.de/10011281397
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Gerber-Shiu functionals for classical risk processes perturbed by an α-stable motion
Kolkovska, Ekaterina T.; Martín-González, Ehyter M. - In: Insurance / Mathematics & economics 66 (2016), pp. 22-28
Persistent link: https://www.econbiz.de/10011442663
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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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Optimal strategies for pay-as-you-go pension finance : a sustainability framework
Godínez-Olivares, Humberto; Boado-Penas, María del Carmen - In: Insurance / Mathematics & economics 69 (2016), pp. 117-126
Persistent link: https://www.econbiz.de/10011530933
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Hedging pure endowments with mortality derivatives
Wang, Ting; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 238-255
Persistent link: https://www.econbiz.de/10011533915
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Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Chen, Shumin; Wang, Xi; Deng, Yinglu; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 27-37
Persistent link: https://www.econbiz.de/10011457145
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Insights to systematic risk and diversification across a joint probability distribution
Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 67 (2016), pp. 142-150
Persistent link: https://www.econbiz.de/10011457218