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Ruin probabilities under capital constraints
Ramsden, Lewis; Papaioannou, Apostolos D. - In: Insurance / Mathematics & economics 88 (2019), pp. 273-282
Persistent link: https://www.econbiz.de/10012105580
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The loss given default of a low-default portfolio with weak contagion
Wei, Li; Yuan, Zhongyi - In: Insurance / Mathematics & economics 66 (2016), pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
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Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
Chadjiconstantinidis, Stathis; Papaioannou, Apostolos D. - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 470-484
Persistent link: https://www.econbiz.de/10009517546
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A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 156-167
Persistent link: https://www.econbiz.de/10011702063