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Search: subject:"Ruin probabilities"
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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
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11
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11
ruin probabilities
11
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7
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5
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stochastic differential equations
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2
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2
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2
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2
Fluctuation theory
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Biard, Romain
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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4
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4
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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
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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
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Assurances et gestion des risques : revue trimestrielle
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Working Papers SFB Adaptive Information Systems and Modelling in Economics and Management Science
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1
Ruin probability in a two-dimensional model with correlated Brownian motions
Grandits, Peter
;
Klein, Maike
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 362-379
Persistent link: https://www.econbiz.de/10012588338
Saved in:
2
Ruin
probabilities
for a Sparre Andersen model with investments : the case of annuity payments
Kabanov, Jurij M.
;
Promyslov, Platon
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 887-902
Persistent link: https://www.econbiz.de/10014426395
Saved in:
3
On
ruin
probabilities
with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
4
A Fourier-cosine method for finite-time
ruin
probabilities
Lee, Wing Yan
;
Li, Xiaolong
;
Liu, Fangda
;
Shi, Yifan
; …
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 256-267
Persistent link: https://www.econbiz.de/10012649221
Saved in:
5
A ruin model with a resampled environment
Constantinescu, Corina
;
Delsing, G.
;
Mandjes, Michel
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 323-341
Persistent link: https://www.econbiz.de/10012262740
Saved in:
6
Ruin
probabilities
for a Lévy-driven generalised Ornstein-Uhlenbeck process
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10012253340
Saved in:
7
Quantifying distributional model risk via optimal transport
Blanchet, Jose
;
Murthy, Karthyek
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 565-600
Persistent link: https://www.econbiz.de/10012028635
Saved in:
8
Asymptotic multivariate finite-time
ruin
probabilities
with heavy-tailed claim amounts: Impact of dependence and optimal reserve allocation
Biard, Romain
-
HAL
-
2013
asymptotics of finite-time
ruin
probabilities
. Capital transfers between lines are partially allowed. When claim amounts are …
Persistent link: https://www.econbiz.de/10010820953
Saved in:
9
Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Cheng, Fengyang
;
Cheng, Dongya
- In:
Scandinavian actuarial journal
(
2018
)
3
,
pp. 191-202
Persistent link: https://www.econbiz.de/10011881079
Saved in:
10
A rare-event simulation algorithm for periodic single-server queues
Ma, Ni
;
Whitt, Ward
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10011848141
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