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Multivariate Tweedie distributions and some related capital-at-risk analyses
Furman, Edward; Landsman, Zinoviy - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 351-361
Persistent link: https://www.econbiz.de/10003966598
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Characterizing a comonotonic random vector by the distribution of the sum of its components
Cheung, Ka Chun - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 130-136
Persistent link: https://www.econbiz.de/10008654266
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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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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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Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk; Novi-Inverardi, Pier-Luigi; Tagliani, Aldo - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 457-463
Persistent link: https://www.econbiz.de/10010195910
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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
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Approximations of the tail probability of the product of dependent extremal random variables and applications
Qu, Zhihui; Chen, Yu - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 169-178
Persistent link: https://www.econbiz.de/10009785409
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On the Lp-metric between a probability distribution and its distortion
López-Díaz, Miguel; Sordo, Miguel A.; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 257-264
Persistent link: https://www.econbiz.de/10009668360
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Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
Lin, Jianxi - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 422-429
Persistent link: https://www.econbiz.de/10009672174
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On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski; Di Bernardino, Elena - In: Insurance / Mathematics & economics 55 (2014), pp. 272-282
Persistent link: https://www.econbiz.de/10010366166