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Scandinavian actuarial journal
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322
Economics Bulletin
293
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166
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63
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ECONIS (ZBW)
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1
Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Hu, Xiang
;
Lianzeng, Zhang
;
Sun, Weiwei
- In:
Scandinavian actuarial journal
(
2018
)
5
,
pp. 412-425
Persistent link: https://www.econbiz.de/10011881460
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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
Saved in:
10
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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