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On a generalization of the Gerber-Shiu function to path-dependent penalties
Biffis, Enrico; Morales, Manuel - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 92-97
Persistent link: https://www.econbiz.de/10003953306
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On the expected discounted penalty function for a perturbed risk process driven by a subordinator
Morales, Manuel - In: Insurance / Mathematics & economics 40 (2007) 2, pp. 293-301
Persistent link: https://www.econbiz.de/10007397162
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An insurance risk model with stochastic volatility
Biffis, Enrico; Morales, Manuel - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 52-67
Persistent link: https://www.econbiz.de/10008378695
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A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 84-89
Persistent link: https://www.econbiz.de/10003985399
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Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 64 (2015), pp. 326-336
Persistent link: https://www.econbiz.de/10011398090
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Two maxentropic approaches to determine the probability density of compound risk losses
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 62 (2015), pp. 42-53
Persistent link: https://www.econbiz.de/10011312089
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Loss data analysis : analysis of the sample dependence in density reconstruction by maxentropic methods
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 71 (2016), pp. 145-153
Persistent link: https://www.econbiz.de/10011630627
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Determination of risk pricing measures from market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 437-443
Persistent link: https://www.econbiz.de/10008149204
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A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 84-90
Persistent link: https://www.econbiz.de/10008422775
Cover Image
Determination of risk pricing measures from market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 437-444
Persistent link: https://www.econbiz.de/10008893150