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Asymptotic analysis of a risk process with high dividend barrier
Frostig, Esther - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10003985372
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Ruin probability in the dual risk model with two revenue streams
Frostig, Esther - In: Operations research letters 46 (2018) 2, pp. 211-214
Persistent link: https://www.econbiz.de/10011824886
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Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
Frostig, Esther; Zaks, Yaniv; Levikson, Benny - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 459-467
Persistent link: https://www.econbiz.de/10003755773
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First-order mortality basis for life annuities
Denuit, Michel; Frostig, Esther - In: The Geneva risk and insurance review 33 (2008) 2, pp. 75-89
Persistent link: https://www.econbiz.de/10003791144
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The time to ruin and the number of claims until ruin for phase-type claims
Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 19-25
Persistent link: https://www.econbiz.de/10009557640
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Four proofs of Gittins' multiarmed bandit theorem
Frostig, Esther; Weiss, Gideon - 2016
Persistent link: https://www.econbiz.de/10011507075
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The dual risk model with dividends taken at arrival
Boxma, Onno; Frostig, Esther - In: Insurance / Mathematics & economics 83 (2018), pp. 83-92
Persistent link: https://www.econbiz.de/10011944101
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A state dependent reinsurance model
Boxma, Onno; Frostig, Esther; Perry, David; Yosef, Rami - In: Insurance / Mathematics & economics 74 (2017), pp. 170-181
Persistent link: https://www.econbiz.de/10011712465