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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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