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A time-series risk model with constant interest for dependent classes of business
Zhang, Zhiqiang; Yuen, Kam C.; Li, Wai Keung - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 32-40
Persistent link: https://www.econbiz.de/10003755661
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Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
Chadjiconstantinidis, Stathis; Politis, Konstadinos - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10003755664
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On a modification of the classical risk process
Bratiychuk, Mykola S.; Derfla, Dominika - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 156-162
Persistent link: https://www.econbiz.de/10003755690
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Dividend maximization under consideration of the time value of ruin
Thonhauser, Stefan; Albrecher, Hansjörg - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 163-184
Persistent link: https://www.econbiz.de/10003755693
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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10003755694
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Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 196-221
Persistent link: https://www.econbiz.de/10003755696
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The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Chen, Yiqing; Ng, Kai-Wang - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 415-423
Persistent link: https://www.econbiz.de/10003755761
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Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Leipus, Remigijus; Šiaulys, Jonas - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 498-508
Persistent link: https://www.econbiz.de/10003755782
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Analysis of sectoral credit default cycle dependency with wavelet networks : evidence from Turkey
Cifter, Atilla; Yilmazer, Sait; Cifter, Elif - In: Economic modelling 26 (2009) 6, pp. 1382-1388
Persistent link: https://www.econbiz.de/10003923576
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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10009501688