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  • Search: subject:"Ruin theory"
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Year of publication
Subject
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Ruin theory 18 Theorie 13 Theory 13 Risiko 10 Risikomodell 10 Risk 10 Risk model 10 ruin theory 9 Stochastic process 6 Stochastischer Prozess 6 Dividend 4 Dividende 4 Risikomanagement 4 Risk management 4 Actuarial mathematics 3 Finanzmathematik 3 Mathematical finance 3 Multivariate Verteilung 3 Multivariate distribution 3 Probability theory 3 Statistical distribution 3 Statistische Verteilung 3 Versicherungsmathematik 3 Wahrscheinlichkeitsrechnung 3 convolution formula 3 renewal equation 3 Bergbau 2 Blockchain 2 Compound Poisson risk model 2 Copula 2 Discounting 2 Diskontierung 2 Economics of insurance 2 Entrepreneurship 2 FGM copula 2 Firm performance 2 Insurance 2 Investment Fund 2 Investmentfonds 2 Mining 2
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Online availability
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Undetermined 20 Free 11 CC license 2
Type of publication
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Article 27 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Article 2
Language
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English 27 Undetermined 6
Author
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Loisel, Stéphane 6 Adékambi, Franck 3 Biard, Romain 3 Takouda, Essodina 3 Albrecher, Hansjörg 2 Cossette, Hélène 2 Gauchon, Romain 2 Goffard, Pierre-Olivier 2 Heilpern, Stanislaw 2 Marceau, Etienne 2 Rullière, Jean-Louis 2 Trufin, Julien 2 Abass, O. A. 1 Asmussen, Søren 1 Behme, Anita 1 Chen, Cho-Jieh 1 Coad, Alex 1 Coad, Alexander 1 Daraei, Diba 1 Das, Jagriti 1 Feng, Runhuan 1 Finger, Dina 1 Frankish, Julian S 1 Frankish, Julian S. 1 Gajek, Lewław 1 Ito, Ryunosuke 1 Kuciński, Łukasz 1 Kusaya, Charles 1 Landriault, David 1 Lefèvre, Claude 1 Lu, Zu-di 1 Macci, Claudio 1 Marshall, John 1 Minami, Yuki 1 Moutanabbir, Khouzeima 1 Mtalai, Itre 1 Nath, Dilip C. 1 O'Keefe, John P. 1 Oyetayo, Y. A. 1 Panjer, Harry 1
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Institution
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HAL 5 Institut d'Economia de Barcelona (IEB), Facultat d'Economia i Empresa 1
Published in...
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Insurance / Mathematics & economics 5 Post-Print / HAL 5 Scandinavian actuarial journal 4 Insurance: Mathematics and Economics 3 Risks : open access journal 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Academic journal of economic studies 1 European journal of operational research : EJOR 1 International Journal of the Economics of Business 1 Journal of mathematical finance 1 Operations research 1 Queueing Systems 1 Review of Quantitative Finance and Accounting 1 Risk and decision analysis 1 Risks 1 Small business economics : an entrepreneurship journal 1 The Geneva papers on risk and insurance - issues and practice 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working Papers / Institut d'Economia de Barcelona (IEB), Facultat d'Economia i Empresa 1
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Source
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ECONIS (ZBW) 20 RePEc 11 EconStor 2
Showing 1 - 10 of 33
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Determining safe withdrawal rates for post-retirement via a ruin-theory approach
Daraei, Diba; Sendova, Kristina - In: Risks : open access journal 12 (2024) 4, pp. 1-21
individuals to have a clear understanding of how long their pre-retirement savings will last. In this research, we employ a ruin-theory …
Persistent link: https://www.econbiz.de/10014636493
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Time-inconsistent view on a dividend problem with penalty
Strini, Josef Anton; Thonhauser, Stefan - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 811-833
Persistent link: https://www.econbiz.de/10014383974
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A 2×2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2~{\times }~2$$\end{document} random switching model and its dual risk model
Behme, Anita; Strietzel, Philipp Lukas - In: Queueing Systems 99 (2021) 1-2, pp. 27-64
In this article, a special case of two coupled M/G/1-queues is considered, where two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model, the asymptotic behavior of the workload buffer exceedance probabilities for the two single...
Persistent link: https://www.econbiz.de/10014501852
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Bridging the gap from the current deposit insurance fund to a fund target
Kusaya, Charles; O'Keefe, John P.; Ufier, Alexander B. - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 148-157
Persistent link: https://www.econbiz.de/10014427956
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Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Adékambi, Franck; Takouda, Essodina - In: Risks 8 (2020) 1, pp. 1-25
This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized...
Persistent link: https://www.econbiz.de/10013200565
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Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Adékambi, Franck; Takouda, Essodina - In: Risks : open access journal 8 (2020) 1/30, pp. 1-25
This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized...
Persistent link: https://www.econbiz.de/10012203649
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On the profitability of selfish blockchain mining under consideration of ruin
Albrecher, Hansjörg; Goffard, Pierre-Olivier - In: Operations research 70 (2022) 1, pp. 179-200
Persistent link: https://www.econbiz.de/10012820652
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Model assessment of public-private partnership flood insurance systems : an empirical study of Japan
Shao, Jie - In: The Geneva papers on risk and insurance - issues and … 47 (2022) 1, pp. 79-102
Persistent link: https://www.econbiz.de/10012797126
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Blockchain mining in pools : analyzing the trade-off between profitability and ruin
Albrecher, Hansjörg; Finger, Dina; Goffard, Pierre-Olivier - In: Insurance / Mathematics & economics 105 (2022), pp. 313-335
Persistent link: https://www.econbiz.de/10013349056
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Why does a human die? : a structural approach to cohort-wise mortality prediction under survival energy hypothesis
Shimizu, Yasutaka; Minami, Yuki; Ito, Ryunosuke - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 191-219
Persistent link: https://www.econbiz.de/10012437278
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