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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
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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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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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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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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
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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
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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
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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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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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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