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Some mathematical aspects of price optimisation

Hashorva, Enkelejd; Ratovomirija, Gildas; Tamraz, Maissa; … - In: Scandinavian actuarial journal (2018) 5, pp. 379-403

Persistent link: https://www.econbiz.de/10011881448

On some multivariate Sarmanov mixed Erlang reinsurance risks : aggregation and capital allocation

Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca - In: Insurance / Mathematics & economics 74 (2017), pp. 197-209

Persistent link: https://www.econbiz.de/10011712525

On Sarmanov mixed Erlang risks in insurance applications

Hashorva, Enkelejd; Ratovomirija, Gildas - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 175-205

Persistent link: https://www.econbiz.de/10010506424

On the evaluation of multivariate compound distributions with continuous severity distributions and sarmanov's counting distribution

Tamraz, Maissa; Vernic, Raluca - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 841-870

Persistent link: https://www.econbiz.de/10011875907

Asymptotics of random contractions

Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 405-414

Persistent link: https://www.econbiz.de/10008746996

Dependence modelling in multivariate claims run-off triangles

Merz, Michael; Wüthrich, Mario V.; Hashorva, Enkelejd - In: Annals of actuarial science : publ. by the Institute of … 7 (2013) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10009723475

Second-order tail asymptotics of deflated risks

Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang - In: Insurance / Mathematics & economics 56 (2014), pp. 88-101

Persistent link: https://www.econbiz.de/10010385024

ECOMOR and LCR reinsurance with gamma-like claims

Hashorva, Enkelejd; Li, Jinzhu - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 206-215

Persistent link: https://www.econbiz.de/10009785405

Random shifting and scaling of insurance risks

Hashorva, Enkelejd; Ji, Lanpeng - In: Risks : open access journal 2 (2014) 3, pp. 277-288

Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting and random scaling of insurance risks focusing in...

Persistent link: https://www.econbiz.de/10010400277

Archimedean copulas in finite and infinite dimensions : with application to ruin problems

Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 487-495

Persistent link: https://www.econbiz.de/10009404679