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Models for quantifying risk

Cunningham, Robin J.; Herzog, Thomas N.; London, Richard L. - 2006 - 2. ed.

Persistent link: https://www.econbiz.de/10003538603

Expected present value of total dividends in a delayed claims risk model under stochastic interest rates

Xie, Jie-hua; Wei Zou; Shen, Xiaojing - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 415-422

Persistent link: https://www.econbiz.de/10003966606

Ubezpieczenia emerytalne, społeczne i metody aktuarialne

Ronka-Chmielowiec, Wanda (contributor) - 2010

Persistent link: https://www.econbiz.de/10008939334

Risk analysis and valuation of life insurance contracts : combining actuarial and financial approaches

Graf, Stefan; Kling, Alexander; Ruß, Jochen - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 115-125

Persistent link: https://www.econbiz.de/10009157431

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

The joint distribution of the time to ruin and number of claims until ruin in the classical risk model

Dickson, David C. M. - 2011

We use probabilistic arguments to derive an expression for the joint density of the time of ruin and the number of claims until ruin in the classical risk model. From this we obtain a general expression for the probability function of the number of claims until ruin. We also consider the moments...