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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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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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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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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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Dividend problems in the dual risk model
Afonso, Lourdes B.; Cardoso, Rui M. R.; Reis, Alfredo … - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 906-918
Persistent link: https://www.econbiz.de/10010227786
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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
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Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims
Zhu, Lingjiong - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 544-550
Persistent link: https://www.econbiz.de/10010227943
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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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Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang; Ng, Cheuk Yin Andrew - In: Insurance / Mathematics & economics 56 (2014), pp. 80-87
Persistent link: https://www.econbiz.de/10010385027