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Search: subject:"Probability of ruin"
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probability of ruin
8
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Risiko
6
Risikomodell
6
Risk
6
Risk model
6
Theorie
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Theory
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Actuarial mathematics
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Probability of ruin
4
Versicherungsmathematik
4
Diffusion approximation
3
Reinsurance
3
Rückversicherung
3
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3
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Markov chain
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Optimal reinsurance
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Decision under uncertainty
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Derivat
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Economics of insurance
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English
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Young, Virginia R.
3
Liang, Xiaoqing
2
Ahcan, Ales
1
Bayraktar, Erhan
1
Cohen, Asaf
1
Eisenberg, Laurence K.
1
El Attar, Abderrahim
1
El Hachloufi, Mostafa
1
Guennoun, Zine El Abidine
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Heilpern, Stanislaw
1
Jarrow, Robert A.
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Liang, Zhibin
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Liu, Bing
1
Mircea, Iulian
1
Paul, Tanasescu
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Pitts, S.
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Vidmar, Matija
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Young, Virginia
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Zhang, Lihong
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Zhou, Ming
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Insurance / Mathematics & economics
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Annals of Faculty of Economics
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Annals of financial economics
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Annals of the Institute of Statistical Mathematics
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Annual review of financial economics
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Applied economics
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Finance and Stochastics
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International Journal of Sustainable Economy
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Journal of financial stability
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Operations Research and Decisions
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ECONIS (ZBW)
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11
Destabilizing properties of a VaR or
probability-of-ruin
constraint when variances may be infinite
Eisenberg, Laurence K.
- In:
Journal of financial stability
7
(
2011
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10009272316
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12
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan
;
Young, Virginia
- In:
Finance and Stochastics
11
(
2007
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10005184391
Saved in:
13
Nonparametric estimation of compound distributions with applications in insurance
Pitts, S.
- In:
Annals of the Institute of Statistical Mathematics
46
(
1994
)
3
,
pp. 537-555
Persistent link: https://www.econbiz.de/10005395805
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