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Search: subject:"Ruin Probability"
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Subject
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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
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Online availability
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Undetermined
126
Free
80
CC license
12
Type of publication
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Article
198
Book / Working Paper
30
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Article in journal
119
Aufsatz in Zeitschrift
119
Article
18
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
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4
research-article
2
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Language
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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
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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW)
123
RePEc
83
EconStor
19
Other ZBW resources
2
BASE
1
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141
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228
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141
Some advances on the Erlang(n) dual risk model
Rodríguez-Martíneza, Eugenio V.
;
Cardoso, Rui M. R.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010506426
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142
Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
Badila, E. S.
;
Boxma, Onno
;
Resing, J. A. C.
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 48-61
Persistent link: https://www.econbiz.de/10010515929
Saved in:
143
On a discrete-time risk model with claim correlated premiums
Wu, Xueyuan
;
Chen, Mi
;
Guo, Junyi
;
Jin, Can
- In:
Annals of actuarial science : publ. by the Institute of …
9
(
2015
)
2
,
pp. 322-342
Persistent link: https://www.econbiz.de/10011542048
Saved in:
144
Some ruin problems for the MAP risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011422838
Saved in:
145
A risk model with renewal shot-noise Cox process
Dassios, Angelos
;
Jang, Jiwook
;
Zhao, Hongbiao
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 55-65
Persistent link: https://www.econbiz.de/10011422868
Saved in:
146
Risk models with premiums adjusted to claims number
Li, Bo
;
Ni, Weihong
;
Constantinescu, Corina
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 94-102
Persistent link: https://www.econbiz.de/10011422881
Saved in:
147
Minimization of absolute
ruin
probability
under negative correlation assumption
Liang, Zongxia
;
Long, Mingsi
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 247-258
Persistent link: https://www.econbiz.de/10011428668
Saved in:
148
Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing
;
Liu, Jiajun
;
Liu, Fei
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
Saved in:
149
On a partial integrodifferential equation of Seal’s type
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 54-61
Persistent link: https://www.econbiz.de/10011312088
Saved in:
150
Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
Raducan, Anisoara Maria
;
Vernic, Raluca
;
Zbaganu, Gheorghita
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 421-443
Persistent link: https://www.econbiz.de/10011312279
Saved in:
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