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Risk measures, distortion parameters, and their empirical estimation
Jones, Bruce L.; Zitikis, Ričardas - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
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Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
Perera, Ryle S. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 479-484
Persistent link: https://www.econbiz.de/10003981144
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A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
Cheung, Eric C. K. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 384-397
Persistent link: https://www.econbiz.de/10008989288
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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
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Optimal retirement income tontines
Milevsky, Moshe Arye; Salisbury, Thomas S. - In: Insurance / Mathematics & economics 64 (2015), pp. 91-105
Persistent link: https://www.econbiz.de/10011397946
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A bivariate risk model with mutual deficit coverage
Ivanos, Jevgenijs; Boxma, Onno - In: Insurance / Mathematics & economics 64 (2015), pp. 126-134
Persistent link: https://www.econbiz.de/10011397960
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Precautionary paying for stochastic improvements under background risks
Wang, Hongxia; Wang, Jianli; Li, Jingyuan; Xia, Xinping - In: Insurance / Mathematics & economics 64 (2015), pp. 180-185
Persistent link: https://www.econbiz.de/10011397996
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The bounds of premium and optimality of stop loss insurance under uncertain random environments
Liu, Ying; Li, Xiaozhong; Liu, Yinli - In: Insurance / Mathematics & economics 64 (2015), pp. 273-278
Persistent link: https://www.econbiz.de/10011398068
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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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Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance / Mathematics & economics 64 (2015), pp. 364-379
Persistent link: https://www.econbiz.de/10011398106