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On a discrete-time two level NCD risk model
Wu, Xueyuan; Chen, Mi; Guo, Junyi - 2014
Persistent link: https://www.econbiz.de/10011342004
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Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao; Dickson, David C. M.; Li, Shuanming - 2014
Persistent link: https://www.econbiz.de/10011342005
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Actuarial practice and control : objectives and capabilities
Gribble, Julian D. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760115
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Statistical case estimation
Taylor, Greg (contributor); Campbell, Mireille (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773298
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The density of the time to ruin in the classical Poisson risk model
Dickson, David C. M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002096018
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Measuring the effects of reinsurance by the adjustment coefficient in the sparre anderson model
Centeno, Maria de Lourdes (contributor) - 2000
Persistent link: https://www.econbiz.de/10001585614
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On the time to ruin for Erlang(2) risk processes
Dickson, David C. M. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001580582
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The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
Dickson, David C. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001856186
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Fitting combinations of exponentials to probability distributions
Dufresne, Daniel (contributor) - 2005
Persistent link: https://www.econbiz.de/10002575697
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The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
Li, Shuanming (contributor) - 2005
Persistent link: https://www.econbiz.de/10002575852