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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

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

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

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

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

Four proofs of Gittins' multiarmed bandit theorem

Frostig, Esther; Weiss, Gideon - 2016

Persistent link: https://www.econbiz.de/10011507075

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

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

Availability of inspected systems subject to shocks - A matrix algorithmic approach

Frostig, Esther; Kenzin, Moshe - In: European Journal of Operational Research 193 (2009) 1, pp. 168-183

We examine the limiting average availability of a maintained system that deteriorates due to random shock process and as a response to its usage (wear out). System's failures are not self-announcing, hence, failures must be detected via inspection. We consider randomly occurring shocks that...

Persistent link: https://www.econbiz.de/10005240196

Ordering ruin probabilities for dependent claim streams

Frostig, Esther - In: Insurance: Mathematics and Economics 32 (2003) 1, pp. 93-114

Persistent link: https://www.econbiz.de/10005374920