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A time-series risk model with constant interest for dependent classes of business
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 32-40
Persistent link: https://www.econbiz.de/10003755661
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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10003755694
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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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Ruin by dynamic contagion claims
Dassios, Angelos; Zhao, Hongbiao - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10009558269
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Optimal diversification, bank value maximization and default probability
Tsai, Yung-Shun; Lin, Chien-Chih; Chen, Hsiao-Yin - In: Applied economics 47 (2015) 22/24, pp. 2488-2499
Persistent link: https://www.econbiz.de/10010516573
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Optimal dividend payments under a time of ruin constraint : exponential claims
Hernández, Camilo; Junca, Mauricio - In: Insurance / Mathematics & economics 65 (2015), pp. 136-142
Persistent link: https://www.econbiz.de/10011422897
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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
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Valuing risky debt : a new model combining structural information with the reduced-form approach
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Insurance / Mathematics & economics 55 (2014), pp. 261-271
Persistent link: https://www.econbiz.de/10010366168
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Capital requirements with defaultable securities
Farkas, Walter; Koch Medina, Pablo; Munari, Cosimo - In: Insurance / Mathematics & economics 55 (2014), pp. 58-67
Persistent link: https://www.econbiz.de/10010366206
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Provisioning against borrowers default risk
Nichil, Geoffrey; Vallois, Pierre - In: Insurance / Mathematics & economics 66 (2016), pp. 29-43
Persistent link: https://www.econbiz.de/10011442670