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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
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
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2
Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process
Golubin, A. Y.
;
Gridin, V. N.
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 20-37
Persistent link: https://www.econbiz.de/10013491048
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3
Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Budhi Arta Surya
;
Wang, Wenyuan
;
Zhao, Xianghua
;
Zhou, …
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 97-122
Persistent link: https://www.econbiz.de/10014325014
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4
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Cheung, Eric C. K.
;
Zhang, Zhimin
- In:
Scandinavian actuarial journal
2021
(
2021
)
9
,
pp. 804-831
Persistent link: https://www.econbiz.de/10012653689
Saved in:
5
On the risk of credibility premium rules
Asmussen, Søren
;
Constantinescu, Corina
;
Thøgersen, Julie
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 866-889
Persistent link: https://www.econbiz.de/10012696890
Saved in:
6
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
Saved in:
7
Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah
;
Takhedmit, Baya
;
Ouazine, Sofiane
; …
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
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8
On series expansions for scale functions and other ruin-related quantities
Landriault, David
;
Willmot, Gordon E.
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
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9
Proportional reinsurance and investment in multiple risky assets under borrowing constraint
Yener, Haluk
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 396-418
Persistent link: https://www.econbiz.de/10012262747
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10
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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