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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
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Ryzyko w procesach gospodarczych, społecznych i inwestycjach kapitałowych
Szkutnik, Włodzimierz (contributor) - 2007
Persistent link: https://www.econbiz.de/10003697481
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Comonotonicity
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J. - In: Tijdschrift voor economie en management 52 (2007) 2, pp. 265-278
Persistent link: https://www.econbiz.de/10003503081
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Catastrophic risk: Or the economics of being scared
Collard, David - 1985
Persistent link: https://www.econbiz.de/10003515704
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Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
Perera, Ryle S. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 479-484
Persistent link: https://www.econbiz.de/10003981144
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A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
Cheung, Eric C. K. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 384-397
Persistent link: https://www.econbiz.de/10008989288
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Optimal insurance design of ambiguous risks
Gollier, Christian - 2012
Persistent link: https://www.econbiz.de/10009579394
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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
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Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui; Li, Johnny Siu-hang; Tan, Ken Seng - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
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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