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  • Search: subject:"Ruin probabilities"
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Year of publication
Subject
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Probability theory 17 Wahrscheinlichkeitsrechnung 17 Ruin probabilities 16 Risiko 14 Risk 14 Ruintheorie 13 rmite time ruin probabilities 13 Theorie 12 Theory 12 Risikomodell 11 Risk model 11 ruin probabilities 11 Stochastic process 7 Stochastischer Prozess 7 Actuarial mathematics 5 Statistical distribution 5 Statistische Verteilung 5 Versicherungsmathematik 5 Versicherungsbetriebslehre 4 insurance management 4 Classical risk model 3 Insurance 3 Lévy process 3 Stochastic control 3 Subexponential distributions 3 Versicherungsmathematik 3 stochastic differential equations 3 Convolution equivalent 2 Discounted dividends 2 Dividend amounts 2 Dividend probabilities 2 Dual risk model 2 Finite-time ruin probabilities 2 Fluctuation theory 2 Hawkes processes 2 Insurance risk 2 Inverse Gaussian 2 Large deviations 2 Markov chain 2 Markov-Kette 2
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Online availability
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Undetermined 20 Free 17
Type of publication
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Article 39 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 18 Aufsatz in Zeitschrift 18 research-article 1
Language
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English 33 Undetermined 11 French 1
Author
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Biard, Romain 3 Kabanov, Jurij M. 3 Taksar, Michael I. 3 Afonso, Lourdes B. 2 Griffin, Philip S. 2 Grübel, Rudolf 2 Hermesmeier, Renate 2 Hipp, Christian 2 Lefèvre, Claude 2 Loisel, Stéphane 2 Maller, Ross A. 2 Pergamenshchikov, Serguei 2 Roberts, Dale 2 Vogt, Michael 2 Zhu, Lingjiong 2 Albrecht, Peter 1 Asmussen, Soren 1 Avram, Florin 1 Bhattacharya, Rabindra N. 1 Blanchet, Jose 1 Cardoso, Rui M. R. 1 Cardoso, Rui M.R. 1 Chen, Yang 1 Chen, Yu 1 Cheng, Dongya 1 Cheng, Fengyang 1 Collamore, Jeffrey 1 Constantinescu, Corina 1 Dakkon, Mohamed 1 Delsing, G. 1 Dickson, David C.M. 1 Drekic, Steve 1 Egidio dos Reis, Alfredo D. 1 Egídio dos Reis, Alfredo D. 1 Frolova, Anna 1 Gaier, J. 1 Gajek, Lesław 1 Garcia, Jorge M.A. 1 Grandits, P. 1 Grandits, Peter 1
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Institution
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International Actuarial Association / Actuarial Studies in Non-Life Insurance 5 HAL 3
Published in...
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Casualty Actuarial Society - Publications 9 Insurance / Mathematics & economics 7 Finance and Stochastics 4 Insurance: Mathematics and Economics 4 Finance and stochastics 3 Post-Print / HAL 3 Scandinavian actuarial journal 3 ASTIN BULLETIN ; Vol. 29 - No. 2 - 1999, 197-214 1 ASTIN BULLETIN ; Vol. 30 - No. 2 - 2000, 309-331 1 ASTIN BULLETIN ; Vol. 31 - No. 1 - 2001, 59-79 1 ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 81-90 1 ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 91-105 1 ASTIN BULLETIN ; Vol. 32 - No. 2 - 2001, 349-358 1 ASTIN BULLETIN ; Vol.33, No.2, 2003, pp.193-207 1 ASTIN BULLETIN, Vol.33, No.1, 2003, pp.11-21 1 ASTIN Bulletin ; Vol. 32 - No. 2 - 2002, 267-281 1 ASTIN Bulletin ; Vol.32 - No.2 - 2002, 299-313 1 ASTIN Bulletin- The Journal of the ASTIN and AFIR Section of the International Actuarial Association 1 Asia-Pacific Journal of Risk and Insurance 1 Assurances et gestion des risques : revue trimestrielle 1 Astin bulletin : the journal of the International Actuarial Association 1 Computational Statistics 1 INFORMS journal on computing : JOC 1 International journal of economic theory 1 Mathematical Methods of Operations Research 1 Mathematics of operations research 1 Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Publikationen 1 Universität Mannheim - Fakkultät für Betriebswirtschaft - Veröffentlichungen 1 Wirtschaftsuniversität Wien - Institut für Informationsmanagement - Working Papers 1 Working Papers SFB Adaptive Information Systems and Modelling in Economics and Management Science 1
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Source
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ECONIS (ZBW) 18 USB Cologne (business full texts) 13 RePEc 13 Other ZBW resources 1
Showing 11 - 20 of 45
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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
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Some comparison results for finite-time ruin probabilities in the classical risk model
Lefevre, Claude; Trufin, Julien; Zuyderhoff, Pierre - In: Insurance / Mathematics & economics 77 (2017), pp. 143-149
Persistent link: https://www.econbiz.de/10011783950
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Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane; … - HAL - 2011
, for large initial reserves, the asymptotic finite-time ruin probabilities of the company when the claim sizes have a heavy …
Persistent link: https://www.econbiz.de/10008790638
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The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital
Joshi, Mark S.; Zhu, Dan - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 431-467
Persistent link: https://www.econbiz.de/10011576782
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Étude de ruine d'une compagnie d'assurance automobile
Dakkon, Mohamed - In: Assurances et gestion des risques : revue trimestrielle 83 (2016) 1/2, pp. 91-113
Persistent link: https://www.econbiz.de/10011644087
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Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 45-53
Persistent link: https://www.econbiz.de/10011397932
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Ruin probabilities in models of resource management and insurance : a synthesis
Bhattacharya, Rabindra N.; Majumdar, Mukul - In: International journal of economic theory 11 (2015) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10011346262
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Impact of correlation crises in risk theory
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane - HAL - 2008
stationarity assumptions and extend some asymptotic results on finite-time ruin probabilities, to take into account possible …
Persistent link: https://www.econbiz.de/10008790722
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Approximations of the tail probability of the product of dependent extremal random variables and applications
Qu, Zhihui; Chen, Yu - In: Insurance: Mathematics and Economics 53 (2013) 1, pp. 169-178
dependent insurance and financial risks, and obtain the asymptotic behavior for the (in)finite-time ruin probabilities. …
Persistent link: https://www.econbiz.de/10011046602
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Dividend problems in the dual risk model
Afonso, Lourdes B.; Cardoso, Rui M.R.; Egídio dos … - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 906-918
We consider the compound Poisson dual risk model, dual to the well known classical risk model for insurance applications, where premiums are regarded as costs and claims are viewed as profits. The surplus can be interpreted as a venture capital like the capital of an economic activity involved...
Persistent link: https://www.econbiz.de/10011046626
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