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Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu; Ma, Mengyuan; Sun, Hongfang - In: Insurance / Mathematics & economics 111 (2023), pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
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Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan; Mao, Tiantian - In: Insurance / Mathematics & economics 107 (2022), pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
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Pricing and hedging basket options with exact moment matching
Leccadito, Arturo; Paletta, Tommaso; Tunaru, Radu - In: Insurance / Mathematics & economics 69 (2016), pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
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State price densities implied from weather derivatives
Härdle, Wolfgang; López Cabrera, Brenda; Teng, Huei-Wen - In: Insurance / Mathematics & economics 64 (2015), pp. 106-125
Persistent link: https://www.econbiz.de/10011397955
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Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.; Maller, Ross A.; Roberts, Dale - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
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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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Random distribution kernels and three types of defaultable contingent payoffs
Ye, Jinchun - In: Insurance / Mathematics & economics 85 (2019), pp. 198-204
Persistent link: https://www.econbiz.de/10011990678
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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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Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie; Guillou, Armelle - In: Insurance / Mathematics & economics 83 (2018), pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
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Portfolio management with targeted constant market volatility
Bao Doan; Papageorgiou, Nicolas A.; Reeves, Jonathan J.; … - In: Insurance / Mathematics & economics 83 (2018), pp. 134-147
Persistent link: https://www.econbiz.de/10011944110