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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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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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The Poisson random effect model for experience ratemaking : limitations and alternative solutions
Lee, Woojoo; Kim, Jeonghwan; Ahn, Jae Youn - In: Insurance / Mathematics & economics 91 (2020), pp. 26-36
Persistent link: https://www.econbiz.de/10012241976
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On compound sums under dependence
Eryilmaz, Serkan - In: Insurance / Mathematics & economics 72 (2017), pp. 228-234
Persistent link: https://www.econbiz.de/10011694663
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Multiple risk factor dependence structures : distributional properties
Su, Jianxi; Furman, Edward - In: Insurance / Mathematics & economics 76 (2017), pp. 56-68
Persistent link: https://www.econbiz.de/10011774770
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Optimal insurance design under background risk with dependence
Lu, ZhiYi; Meng, Shengwang; Liu, LePing; Han, Ziqi - In: Insurance / Mathematics & economics 80 (2018), pp. 15-28
Persistent link: https://www.econbiz.de/10011872904
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Does hunger for bonuses drive the dependence between claim frequency and severity?
Park, Sojung Carol; Kim, Joseph H. T.; Ahn, Jae Youn - In: Insurance / Mathematics & economics 83 (2018), pp. 32-46
Persistent link: https://www.econbiz.de/10011944094
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Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a solvency II pers...
Melisi, Giuseppe; Konstandatos, Otto; Bienek, Tobias - In: Insurance / Mathematics & economics 68 (2016), pp. 27-44
Persistent link: https://www.econbiz.de/10011492441