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  • Search: subject:"Translated gamma process"
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Year of publication
Subject
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MADM 2 Probability theory 2 Reinsurance 2 Rückversicherung 2 Wahrscheinlichkeitsrechnung 2 expected profit 2 expected utility 2 optimal reinsurance 2 released capital 2 translated gamma process 2 ultimate ruin probability 2 Decision 1 Decision theory 1 Entscheidung 1 Entscheidungstheorie 1 Erwartungsnutzen 1 Expected utility 1 Multi-criteria analysis 1 Multikriterielle Entscheidungsanalyse 1 Multiple attribute decision making 1 Risikomodell 1 Risk model 1 Ruin probability 1 TOPSIS 1 Theorie 1 Theory 1 Translated gamma process 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Karageyik, Başak Bulut 3 Şahin, Şule 2 Dickson, David C. M. 1
Published in...
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Optimal retention level for infinite time horizons under MADM
Karageyik, Başak Bulut; Şahin, Şule - In: Risks 5 (2017) 1, pp. 1-24
In this paper, we approximate the aggregate claims process by using the translated gamma process under the classical …
Persistent link: https://www.econbiz.de/10011709584
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Cover Image
Optimal retention level for infinite time horizons under MADM
Karageyik, Başak Bulut; Şahin, Şule - In: Risks : open access journal 5 (2017) 1, pp. 1-24
In this paper, we approximate the aggregate claims process by using the translated gamma process under the classical …
Persistent link: https://www.econbiz.de/10011636516
Saved in:
Cover Image
Optimal reinsurance under multiple attribute decision making
Karageyik, Başak Bulut; Dickson, David C. M. - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 65-86
Persistent link: https://www.econbiz.de/10011554298
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