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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 …

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

Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670

Persistent link: https://www.econbiz.de/10010227909

Simulation analysis of ruin capital in Sparre Andersen's model of risk

Malinovskii, Vsevolod K.; Kosova, Ksenia O. - In: Insurance / Mathematics & economics 59 (2014), pp. 184-193

Persistent link: https://www.econbiz.de/10010469136

Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims

Yang, Haizhong; Li, Jinzhu - In: Insurance / Mathematics & economics 58 (2014), pp. 185-192

Persistent link: https://www.econbiz.de/10010437565

Risk models with premiums adjusted to claims number

Li, Bo; Ni, Weihong; Constantinescu, Corina - In: Insurance / Mathematics & economics 65 (2015), pp. 94-102

Persistent link: https://www.econbiz.de/10011422881

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

On a discrete-time two level NCD risk model

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

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

On some aspects of maximum severity of ruin

Das, Palash Ranjan; Chakrabarti, Tripti - In: Metamorphosis : a journal of management research 15 (2016) 2, pp. 109-114

Persistent link: https://www.econbiz.de/10011667403

Ruin probabilities in multivariate risk models with periodic common shock

Cojocaru, Ionica - In: Scandinavian actuarial journal (2017) 2, pp. 159-174

Persistent link: https://www.econbiz.de/10011772073

A note on the convexity of ruin probabilities

Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, … - In: Insurance / Mathematics & economics 74 (2017), pp. 1-6

Persistent link: https://www.econbiz.de/10011712328

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