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A neural network model for solvency calculations in life insurance

Fernandez-Arjona, Lucio - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 259-275

Persistent link: https://www.econbiz.de/10012593579

On a discrete-time two level NCD risk model

Wu, Xueyuan; Chen, Mi; Guo, Junyi - 2014

Persistent link: https://www.econbiz.de/10011342004

Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims

Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 421-443

Persistent link: https://www.econbiz.de/10011312279

Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis

Vatamidou, Eleni; Adan, Ivo; Vlasiou, Maria; Zwart, Bert - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 366-378

Persistent link: https://www.econbiz.de/10010195917

Ruin time and severity for a Lévy subordinator claim process : a simple approach

Lefevre, Claude; Picard, Philippe - In: Risks : open access journal 1 (2013) 3, pp. 192-212

This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordinator, a simple and direct method for...

Persistent link: https://www.econbiz.de/10010338318

Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44

Persistent link: https://www.econbiz.de/10011530921

On a discrete-time risk model with claim correlated premiums

Wu, Xueyuan; Chen, Mi; Guo, Junyi; Jin, Can - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 322-342

Persistent link: https://www.econbiz.de/10011542048

Some advances on the Erlang(n) dual risk model

Rodríguez-Martíneza, Eugenio V.; Cardoso, Rui M. R.; … - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 127-150

Persistent link: https://www.econbiz.de/10010506426

Uniform estimate for randomly weighted sums of dependent subexponential random variables

Liu, Yan; Zhang, Qinqin - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 303-318

Persistent link: https://www.econbiz.de/10011407748

On the use of long-term risk measures as an approach to communicating risks

Ren, Jiandong - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 1, pp. 45-55

Persistent link: https://www.econbiz.de/10011410501