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Martingales in Markov processes applied to risk theory
Delbaen, Freddy - In: Insurance / Mathematics & economics 5 (1986) 3, pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
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Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
Willmot, Gordon E. - In: Insurance / Mathematics & economics 7 (1988) 4, pp. 275-281
Persistent link: https://www.econbiz.de/10001069440
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Ruin estimates for large claims
Embrechts, Paul - In: Insurance / Mathematics & economics 7 (1988) 4, pp. 269-274
Persistent link: https://www.econbiz.de/10001069441
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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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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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On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Dutang, Christophe; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 774-785
Persistent link: https://www.econbiz.de/10010227872
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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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Survival probabilities in bivariate risk models, with application to reinsurance
Castañer, Anna; Claramunt, Maria Mercè; Lefevre, Claude - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 632-642
Persistent link: https://www.econbiz.de/10010227916
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Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.; Maller, Ross A.; Roberts, Dale - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
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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