Narrow search
Showing 1 - 10 of 85
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Ruin by dynamic contagion claims
Dassios, Angelos; Zhao, Hongbiao - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10009558269