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Parameter estimation of a bivariate compound Poisson process
Esmaeili, Habib; Klüppelberg, Claudia - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 224-233
Persistent link: https://www.econbiz.de/10008654242
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Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh; … - In: Insurance / Mathematics & economics 61 (2015), pp. 235-241
Persistent link: https://www.econbiz.de/10010515879
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Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance / Mathematics & economics 61 (2015), pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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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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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
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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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A note on the family of extremality stochastic orders
López-Díaz, María Concepción; López-Díaz, Miguel - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 230-236
Persistent link: https://www.econbiz.de/10009785402
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An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed; Fernández, Begoña - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
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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