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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Health care management science"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risikomodell"
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Search: subject_exact:"Steady-state distribution of Markov chains"
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Risikomodell
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Cheung, Eric C. K.
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Ahn, Soohan
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Cardoso, Rui M. R.
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Astin bulletin : the journal of the International Actuarial Association
Health care management science
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Modelling mortality dependence with regime-switching copulas
Rui, Zhou
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 373-407
Persistent link: https://www.econbiz.de/10012056596
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2
An IBNR–RBNS insurance risk model with marked Poisson arrivals
Ahn, Soohan
;
Badescu, Andrei L.
;
Cheung, Eric C. K.
; …
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011825342
Saved in:
3
Banach Contraction Principle and ruin probabilities in regime-switching models
Gajek, Lesław
;
Rudź, Marcin
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011872912
Saved in:
4
Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
Afonso, Lourdes B.
;
Cardoso, Rui M. R.
;
Reis, Alfredo …
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 417-435
Persistent link: https://www.econbiz.de/10011729575
Saved in:
5
Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin
;
Zhang, Liming
;
Yao, Dingjun
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
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6
On a multi-dimensional risk model with regime switching
Wang, Guanqing
;
Wang, Guojing
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
Saved in:
7
Bayesian approaches for analyzing earthquake catastrophic risk
Li, Yunxian
;
Tang, Niansheng
;
Jiang, Xuejun
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 110-119
Persistent link: https://www.econbiz.de/10011492563
Saved in:
8
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Cheung, Eric C. K.
;
Feng, Runhuan
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10009785415
Saved in:
9
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 311-318
Persistent link: https://www.econbiz.de/10003682298
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