Narrow search
Showing 1 - 10 of 17,945
Cover Image
A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira; Mandjes, Michel; Constantinescu, Corina - In: Scandinavian actuarial journal 2024 (2024) 4, pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
Cover Image
Ruin probabilities in multivariate risk models with periodic common shock
Cojocaru, Ionica - In: Scandinavian actuarial journal (2017) 2, pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
Cover Image
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.; Pergamenščikov, Sergej M. - In: Finance and stochastics 26 (2022) 4, pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Cover Image
A relation between moments of Liu process and Bernoulli numbers
Ma, Guanzhong; Yang, Xiangfeng; Yao, Xiao - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 2, pp. 261-272
Persistent link: https://www.econbiz.de/10012544478
Cover Image
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria; Navarro, Jorge - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Cover Image
New results on the distribution of discounted compound Poisson sums
Zhang, Zhehao - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 169-187
Persistent link: https://www.econbiz.de/10012105439
Cover Image
Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara; Kim, Jeongsim - In: Insurance / Mathematics & economics 88 (2019), pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
Cover Image
Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin; Hong, L. Jeff - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2350-2367
Persistent link: https://www.econbiz.de/10013362754
Cover Image
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.; Economidesa, D.-J.; Vaggelatou, E. - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
Cover Image
Generalized almost stochastic dominance
Tsetlin, Ilia; Winkler, Robert L.; Huang, Rachel J.; … - In: Operations research 63 (2015) 2, pp. 363-377
Persistent link: https://www.econbiz.de/10010526703