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~isPartOf:"Betriebswirtschaftliche Forschung und Praxis : BFuP"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Ruin probability"
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Ruin probability
Probability theory
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Li, Jinzhu
3
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3
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2
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2
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Betriebswirtschaftliche Forschung und Praxis : BFuP
Insurance / Mathematics & economics
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3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
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1
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ECONIS (ZBW)
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1
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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2
Risk models with premiums adjusted to claims number
Li, Bo
;
Ni, Weihong
;
Constantinescu, Corina
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 94-102
Persistent link: https://www.econbiz.de/10011422881
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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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6
Properties of a risk measure derived from the expected area in red
Loisel, Stéphane
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 191-199
Persistent link: https://www.econbiz.de/10010366178
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7
Gerber-Shiu functionals for classical risk processes perturbed by an α-stable motion
Kolkovska, Ekaterina T.
;
Martín-González, Ehyter M.
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 22-28
Persistent link: https://www.econbiz.de/10011442663
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8
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
Saved in:
9
Simulation analysis of ruin capital in Sparre Andersen's model of risk
Malinovskii, Vsevolod K.
;
Kosova, Ksenia O.
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 184-193
Persistent link: https://www.econbiz.de/10010469136
Saved in:
10
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
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