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