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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-che; Liao, Szu-Lang; Shyu, So-de - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 95-102
Persistent link: https://www.econbiz.de/10009517655
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A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo; Junca, Mauricio; Moreno-Franco, Harold - In: Insurance / Mathematics & economics 79 (2018), pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
Woo, Jae-Kyung - In: Insurance / Mathematics & economics 70 (2016), pp. 354-363
Persistent link: https://www.econbiz.de/10011597325
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski; Di Bernardino, Elena - In: Insurance / Mathematics & economics 55 (2014), pp. 272-282
Persistent link: https://www.econbiz.de/10010366166
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Ordering Gini indexes of multivariate elliptical risks
Samanthi, Ranadeera Gamage Madhuka; Wei, Wei; … - In: Insurance / Mathematics & economics 68 (2016), pp. 84-91
Persistent link: https://www.econbiz.de/10011492473
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Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, … - In: Insurance / Mathematics & economics 71 (2016), pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
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Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
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Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu - In: Insurance / Mathematics & economics 86 (2019), pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
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Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara; Kim, Jeongsim - In: Insurance / Mathematics & economics 88 (2019), pp. 151-158
Persistent link: https://www.econbiz.de/10012105530