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A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk; Mayoral, Silvia - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 84-89
Persistent link: https://www.econbiz.de/10003985399
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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
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Risky asset allocation and consumption rule in the presence of background risk and insurance markets
Lin, Wen-chang; Lu, Jin-ray - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 150-158
Persistent link: https://www.econbiz.de/10009501690
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Precautionary paying for stochastic improvements under background risks
Wang, Hongxia; Wang, Jianli; Li, Jingyuan; Xia, Xinping - In: Insurance / Mathematics & economics 64 (2015), pp. 180-185
Persistent link: https://www.econbiz.de/10011397996
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The bounds of premium and optimality of stop loss insurance under uncertain random environments
Liu, Ying; Li, Xiaozhong; Liu, Yinli - In: Insurance / Mathematics & economics 64 (2015), pp. 273-278
Persistent link: https://www.econbiz.de/10011398068
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An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed; Fernández, Begoña - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
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Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong; Li, Jinzhu - In: Insurance / Mathematics & economics 58 (2014), pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
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GlueVaR measures in capital allocation applications
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, … - In: Insurance / Mathematics & economics 58 (2014), pp. 132-137
Persistent link: https://www.econbiz.de/10010437586
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Precise large deviations of aggregate claims in a size-dependent renewal risk model
Chen, Yiqing; Yuen, Kam Chuen - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 457-461
Persistent link: https://www.econbiz.de/10009672170
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Comparative higher-degree Ross risk aversion
Li, Jingyuan - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 333-336
Persistent link: https://www.econbiz.de/10009517560