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Extreme behavior of multivariate phase-type distributions
Asimit, Alexandru V.; Jones, Bruce L. - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 223-233
Persistent link: https://www.econbiz.de/10003755640
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On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
Ahn, Soohan; Badescu, Andrei L. - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 234-249
Persistent link: https://www.econbiz.de/10003755642
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Optimal investment for insurers when the stock price follows an exponential Lévy process
Kostadinova, Radostina Ilieva - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 250-263
Persistent link: https://www.econbiz.de/10003755644
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Valuation of catastrophe reinsurance with catastrophe bonds
Lee, Jin-Ping; Yu, Min-Teh - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 264-278
Persistent link: https://www.econbiz.de/10003755646
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Risk measures, distortion parameters, and their empirical estimation
Jones, Bruce L.; Zitikis, Ričardas - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
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Monotone and cash-invariant convex functions and hulls
Filipović, Damir; Kupper, Michael - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003755653
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On the discounted penalty function in the renewal risk model with general interclaim times
Willmot, Gordon E. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10003755656
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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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Extreme behavior bivariate elliptical distributions
Asimit, Alexandru V.; Jones, Bruce L. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10003755665