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1
Upper bounds for ruin probabilities in a new general
risk
model by the martingales method
Vylder, F. de
;
Goovaerts, M.
-
1981
Persistent link: https://www.econbiz.de/10003006141
Saved in:
2
An introduction to mathematical
risk
theory
Gerber, Hans U.
-
1979
Persistent link: https://www.econbiz.de/10000072026
Saved in:
3
Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin
;
Zhang, Liming
;
Yao, Dingjun
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
Saved in:
4
Ruin probabilities
Asmussen, Søren
;
Albrecher, Hansjörg
-
2010
-
2. ed.
Persistent link: https://www.econbiz.de/10008760401
Saved in:
5
The exact law of large numbers via Fubini extension and characterization of insurable risks
Sun, Yeneng
- In:
Journal of economic theory
126
(
2006
)
1
,
pp. 31-69
Persistent link: https://www.econbiz.de/10003278301
Saved in:
6
Inequalities for the ruin probability in a controlled discrete-time
risk
process
Diasparra, M.
;
Romera, R.
- In:
European journal of operational research : EJOR
204
(
2010
)
3
,
pp. 496-504
Persistent link: https://www.econbiz.de/10003955962
Saved in:
7
A bivariate
risk
model with mutual deficit coverage
Ivanos, Jevgenijs
;
Boxma, Onno
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 126-134
Persistent link: https://www.econbiz.de/10011397960
Saved in:
8
On a discrete-time two level NCD
risk
model
Wu, Xueyuan
;
Chen, Mi
;
Guo, Junyi
-
2014
Persistent link: https://www.econbiz.de/10011342004
Saved in:
9
Markov-modulated, multi-threshold dual
risk
model
Shija, G.
;
Jacob, M. J.
- In:
International journal of computational economics and …
5
(
2015
)
2
,
pp. 183-198
Persistent link: https://www.econbiz.de/10011342896
Saved in:
10
Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing
;
Liu, Jiajun
;
Liu, Fei
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
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