Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Ruin Probability"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risiko
107
Risk
107
Theorie
107
Theory
107
Risikomodell
106
Risk model
106
Ruin probability
105
Probability theory
104
Wahrscheinlichkeitsrechnung
104
ruin probability
70
Actuarial mathematics
58
Versicherungsmathematik
58
Statistical distribution
35
Statistische Verteilung
35
Stochastic process
33
Stochastischer Prozess
33
Risikomanagement
31
Risk management
31
Insolvency
28
Insolvenz
28
Reinsurance
21
Portfolio selection
19
Portfolio-Management
19
Rückversicherung
18
Insurance
17
Markov chain
16
Finanzmathematik
15
Markov-Kette
15
Mathematical finance
15
Asymptotics
14
Finite-time ruin probability
14
Versicherung
14
Risk process
10
Dividend
9
Dependence
8
Dividende
8
Estimation theory
7
Risk measure
7
Schätztheorie
7
risk process
7
more ...
less ...
Online availability
All
Undetermined
126
Free
80
CC license
12
Type of publication
All
Article
198
Book / Working Paper
30
Type of publication (narrower categories)
All
Article in journal
119
Aufsatz in Zeitschrift
119
Article
18
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
research-article
2
more ...
less ...
Language
All
English
160
Undetermined
68
Author
All
Constantinescu, Corina
12
Loisel, Stéphane
12
Burnecki, Krzysztof
9
Hipp, Christian
6
Zhang, Zhimin
6
Landriault, David
5
Lefèvre, Claude
5
Li, Jinzhu
5
Li, Shuanming
5
Mandjes, Michel
5
Palmowski, Zbigniew
5
Willmot, Gordon E.
5
Cheung, Eric C. K.
4
Dassios, Angelos
4
Ivanovs, Jevgenijs
4
Ji, Lanpeng
4
Picard, Philippe
4
Trufin, Julien
4
Albrecher, Hansjörg
3
Chen, Yiqing
3
Chernobai, Anna
3
Coppola, Mariarosaria
3
Dickson, David C. M.
3
Dimitrova, Dimitrina S.
3
Dębicki, Krzysztof
3
Fernández, Begoña
3
Hashorva, Enkelejd
3
Jiang, Zhengjun
3
Kaishev, Vladimir K.
3
Karageyik, Başak Bulut
3
Lefevre, Claude
3
Li, Bin
3
Li, Jingchao
3
Loke, Sooie-Hoe
3
Lu, Yi
3
Michna, Zbigniew
3
Ni, Weihong
3
Orlando, Albina
3
Rachev, Svetlozar
3
Reis, Alfredo D. Egídio dos
3
more ...
less ...
Institution
All
HAL
10
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
6
London School of Economics (LSE)
2
Centro di Ricerca Interdipartimentale in Sviluppo Economico e Istituzioni (CRISEI), Università degli Studi di Napoli - "Parthenope"
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
ESSEC Business School
1
Facultat d'Economia i Empresa, Universitat de Barcelona
1
Université Paris-Dauphine (Paris IX)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
45
Risks : open access journal
24
Scandinavian actuarial journal
24
Insurance: Mathematics and Economics
23
Risks
19
Statistics & Probability Letters
10
Post-Print / HAL
7
HSC Research Reports
6
Computational Statistics
5
Astin bulletin : the journal of the International Actuarial Association
4
Mathematical Methods of Operations Research
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
European journal of operational research : EJOR
3
Working Papers / HAL
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Asia-Pacific journal of risk and insurance : APJRI
2
Finance and stochastics
2
Journal of Risk Finance
2
LSE Research Online Documents on Economics
2
Stochastic Processes and their Applications
2
The Journal of Risk Finance
2
Annals of Faculty of Economics
1
Asian Agricultural Research
1
Carlo Alberto Notebooks
1
Discussion Papers / Centro di Ricerca Interdipartimentale in Sviluppo Economico e Istituzioni (CRISEI), Università degli Studi di Napoli - "Parthenope"
1
ESSEC Working Papers
1
Economic modelling
1
Economics Letters
1
Economics Thesis from University Paris Dauphine
1
European Journal of Operational Research
1
European research studies
1
Insurance : mathematics and economics
1
International Game Theory Review (IGTR)
1
International Journal of Computational Economics and Econometrics
1
International Journal of Financial Research
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International game theory review
1
Journal of Risk and Financial Management
1
Journal of mathematical finance
1
Journal of risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
123
RePEc
83
EconStor
19
Other ZBW resources
2
BASE
1
Showing
101
-
110
of
228
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
101
The impact of time discretization on solvency measurement
Schmeiser, Hato
;
Luca, Daliana
- In:
The Journal of Risk Finance
18
(
2017
)
1
,
pp. 2-20
there is value in knowing about the substantial discrepancy between the focused time discrete
ruin
probability
and EPD …
Persistent link: https://www.econbiz.de/10014902016
Saved in:
102
Ruin probabilities in multivariate risk models with periodic common shock
Cojocaru, Ionica
- In:
Scandinavian actuarial journal
(
2017
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10011772073
Saved in:
103
Drawdown analysis for the renewal insurance risk process
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
Saved in:
104
On a conjecture related to the
ruin
probability
for nonhomogeneous exponentially distributed claims
Răducan, Anişoara Maria
;
Vernic, Raluca
;
Zbăganu, …
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 441-451
Persistent link: https://www.econbiz.de/10011772219
Saved in:
105
Nonparametric estimation of the finite time
ruin
probability
in the classical risk model
Zhang, Zhimin
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 452-469
Persistent link: https://www.econbiz.de/10011772222
Saved in:
106
De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information
Hu, Xiang
;
Duan, Baige
;
Lianzeng, Zhang
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 48-55
Persistent link: https://www.econbiz.de/10011774768
Saved in:
107
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
Saved in:
108
A note on the convexity of ruin probabilities
Landriault, David
;
Li, Bin
;
Loke, Sooie-Hoe
;
Willmot, …
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011712328
Saved in:
109
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
Saved in:
110
Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model
Touazi, Atik
;
Benouaret, Z.
;
Aissani, Djamil
;
Adjabi, S.
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 78-83
Persistent link: https://www.econbiz.de/10011712401
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
16
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
