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Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu - In: Insurance / Mathematics & economics 107 (2022), pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
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Provisioning against borrowers default risk
Nichil, Geoffrey; Vallois, Pierre - In: Insurance / Mathematics & economics 66 (2016), pp. 29-43
Persistent link: https://www.econbiz.de/10011442670
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Large deviations for risk measures in finite mixture models
Bignozzi, Valeria; Macci, Claudio; Petrella, Lea - In: Insurance / Mathematics & economics 80 (2018), pp. 84-92
Persistent link: https://www.econbiz.de/10011872915
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Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao; Zou, Zhenfeng; Hu, Taizhong - In: Insurance / Mathematics & economics 108 (2023), pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
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Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran; Zitikis, Ric̆ardas - In: Insurance / Mathematics & economics 111 (2023), pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
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A multivariate Tweedie lifetime model : censoring and truncation
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 64 (2015), pp. 203-213
Persistent link: https://www.econbiz.de/10011398009
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Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.; Suárez-Llorens, Alfonso; Bello, … - In: Insurance / Mathematics & economics 61 (2015), pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
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Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
Badila, E. S.; Boxma, Onno; Resing, J. A. C. - In: Insurance / Mathematics & economics 61 (2015), pp. 48-61
Persistent link: https://www.econbiz.de/10010515929
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Bayesian total loss estimation using shared random effects
Baumgartner, Carolin; Gruber, Lutz F.; Czado, Claudia - In: Insurance / Mathematics & economics 62 (2015), pp. 194-201
Persistent link: https://www.econbiz.de/10011312070
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Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
Maegebier, Alexander - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 802-811
Persistent link: https://www.econbiz.de/10010227825