Maintaining cost and ruin probability
| Year of publication: |
2021
|
|---|---|
| Authors: | Karathanasopoulos, Andreas ; Lo, Chia Chun ; Ma, Xiaorong ; Qin, Zhenjiang |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 2, p. 759-793
|
| Subject: | Maintaining cost | Ruin probability | Fixed cost | Charitable trust | Permanent operability | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Kosten | Costs | Risikomodell | Risk model |
-
Optimal reinsurance with a systemic surplus shock
Jung, Kwangmin, (2024)
-
De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
Kim, Bara, (2021)
-
An optimization approach to adaptive multi-dimensional capital management
Delsing, G. A., (2019)
- More ...
-
Karathanasopoulos, Andreas, (2025)
-
A two-step quantile regression method for discretionary accounting
Zhang, May Huaxi, (2022)
-
A risk control tool for foreign financial activities : a new derivatives pricing model
Jiang, I-Ming, (2017)
- More ...