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Ruin probabilities in multivariate risk models with periodic common shock
Cojocaru, Ionica - In: Scandinavian actuarial journal (2017) 2, pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
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On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, … - In: Scandinavian actuarial journal (2017) 5, pp. 441-451
Persistent link: https://www.econbiz.de/10011772219
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Nonparametric estimation of the finite time ruin probability in the classical risk model
Zhang, Zhimin - In: Scandinavian actuarial journal (2017) 5, pp. 452-469
Persistent link: https://www.econbiz.de/10011772222
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Assessing implicit hypotheses in life table construction
Lledó, Josep; Pavia, José Manuel; Morillas, Francisco G. - In: Scandinavian actuarial journal (2017) 6, pp. 495-518
Persistent link: https://www.econbiz.de/10011848439
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Analysis of IBNR claims in renewal insurance models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Scandinavian actuarial journal (2017) 7, pp. 628-650
Persistent link: https://www.econbiz.de/10011848487
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On dividends in the phase-type dual risk model
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784
Persistent link: https://www.econbiz.de/10011848663
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A generalization of multivariate Pareto distributions : tail risk measures, divided differences and asymptotics
Hendriks, Harrie; Landsman, Zinoviy - In: Scandinavian actuarial journal (2017) 9, pp. 785-803
Persistent link: https://www.econbiz.de/10011848675
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Discrete time ruin probability with Parisian delay
Czarna, Irmina; Palmowski, Zbigniew; Świa̧tek, Przemysław - In: Scandinavian actuarial journal (2017) 10, pp. 854-869
Persistent link: https://www.econbiz.de/10011848700
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Odd pareto families of distributions for modeling loss payment data
Mdziniso, Nonhle Channon; Corray, Kahadawala - In: Scandinavian actuarial journal (2018) 1, pp. 42-63
Persistent link: https://www.econbiz.de/10011880803
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Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model
Miziuła, Patryk; Solnický, Radek - In: Scandinavian actuarial journal (2018) 1, pp. 64-75
Persistent link: https://www.econbiz.de/10011880808