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Pricing effectiveness and regulation : an examination of premium rating in Taiwan automobile insurance

Li, Chu-shiu; Chih Hao Lin; Liu, Chwen-chi; Venezian, … - In: The Geneva papers on risk and insurance - issues and … 35 (2010), pp. 68-81

Persistent link: https://www.econbiz.de/10009158368

Applications of forward mortality factor models in life insurance practice

Zhu, Nan; Bauer, Daniel - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 567-594

Persistent link: https://www.econbiz.de/10009503507

Natural and industrial disasters : land use and insurance

Grislain-Letrémy, Céline; Villeneuve, Bertrand - 2011

Persistent link: https://www.econbiz.de/10009552651

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

Solvency analysis and demographic risk measures

Coppola, Mariarosaria; Di Lorenzo, Emilia; Orlando, Albina - In: Journal of risk finance : the convergence of financial … 12 (2011) 4, pp. 252-269

Persistent link: https://www.econbiz.de/10009304164

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...