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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping; Young, Virginia R. - In: Insurance / Mathematics & economics 87 (2019), pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
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An optimization approach to adaptive multi-dimensional capital management
Delsing, G. A.; Mandjes, Michel; Spreij, P. J. C.; … - In: Insurance / Mathematics & economics 84 (2019), pp. 87-97
Persistent link: https://www.econbiz.de/10011990447
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A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Chen, Yiqing; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 75-81
Persistent link: https://www.econbiz.de/10011702058
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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
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Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 112 (2023), pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
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On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.; Mandjes, Michel; Spreij, P. J. C.; … - In: Insurance / Mathematics & economics 104 (2022), pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
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Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - 2024
Persistent link: https://www.econbiz.de/10014631072
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Optimal investment strategies for insurance companies when capital requirements are imposed by a standard formula
Fischer, Katharina; Schlütter, Sebastian - In: The Geneva risk and insurance review 40 (2015) 1, pp. 15-40
Persistent link: https://www.econbiz.de/10011430682
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Diversification and Solvency II : the capital effect of portfolio swaps on non-life insurers
Sheehan, Barry; Humberg, Christian; Shannon, Darren; … - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 4, pp. 872-905
Persistent link: https://www.econbiz.de/10014372036
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Return on risk-adjusted capital under solvency II : implications for the asset management of insurance companies
Braun, Alexander; Schmeiser, Hato; Schreiber, Florian - In: The Geneva papers on risk and insurance - issues and … 43 (2018) 3, pp. 456-472
Persistent link: https://www.econbiz.de/10012256216