Narrow search
Showing 1 - 10 of 37
Cover Image
Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
Cover Image
Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model
Hata, Hiroaki; Yasuda, Kazuhiro - In: Scandinavian actuarial journal (2018) 5, pp. 357-378
Persistent link: https://www.econbiz.de/10011881444
Cover Image
A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time
Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823
Persistent link: https://www.econbiz.de/10012194999
Cover Image
On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models
Ji, Lanpeng - In: Scandinavian actuarial journal 2020 (2020) 9, pp. 819-842
Persistent link: https://www.econbiz.de/10012313740
Cover Image
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Cover Image
Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio; Armstrong, John; Pennanen, Teemu - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
Cover Image
Ruin probability in a two-dimensional model with correlated Brownian motions
Grandits, Peter; Klein, Maike - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 362-379
Persistent link: https://www.econbiz.de/10012588338
Cover Image
On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Lefevre, Claude; Loisel, Stéphane; Montesinos, Pierre - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 476-504
Persistent link: https://www.econbiz.de/10012588355
Cover Image
Finite-time ruin probability for correlated Brownian motions
Dębicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 890-915
Persistent link: https://www.econbiz.de/10012696892
Cover Image
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria; Navarro, Jorge - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 218-247
Persistent link: https://www.econbiz.de/10012500261