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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki; Kurachi, Yoshiyuki - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 162-172
Persistent link: https://www.econbiz.de/10003953330
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Extreme value behavior of aggregate dependent risks
Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 99-108
Persistent link: https://www.econbiz.de/10009501695
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Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 64 (2015), pp. 326-336
Persistent link: https://www.econbiz.de/10011398090
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Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
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Choosing a random distribution with prescribed risks
Cascos, Ignacio; Molčanov, Il'ja S. - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 599-605
Persistent link: https://www.econbiz.de/10009763578
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Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang - In: Insurance / Mathematics & economics 56 (2014), pp. 88-101
Persistent link: https://www.econbiz.de/10010385024
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Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Vatamidou, Eleni; Adan, Ivo; Vlasiou, Maria; Zwart, Bert - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 366-378
Persistent link: https://www.econbiz.de/10010195917
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Distortions of multivariate distribution functions and associated level curves : applications in multivariate risk theory
Di Bernardino, Elena; Rullière, Didier - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 190-205
Persistent link: https://www.econbiz.de/10009785406
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Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn; Shyamalkumar, Nariankadu D. - In: Insurance / Mathematics & economics 55 (2014), pp. 78-90
Persistent link: https://www.econbiz.de/10010366204
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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