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Probability theory
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Wahrscheinlichkeitsrechnung
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Scandinavian actuarial journal
Insurance / Mathematics & economics
146
European journal of operational research : EJOR
111
Economics letters
84
Discussion paper / Tinbergen Institute
75
Risks : open access journal
62
Management science : journal of the Institute for Operations Research and the Management Sciences
57
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47
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Acta Universitatis Wratislaviensis : AUW
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Statistics in transition : an international journal of the Polish Statistical Association
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of risk and uncertainty : JRU
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Order statistics: applications
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International journal of production research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER Working Paper
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Econometric reviews
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Finance and stochastics
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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INFORMS journal on computing : JOC
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Journal of behavioral decision making
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ECONIS (ZBW)
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1
Cramér-Lundberg asymptotics for spectrally positive Markov additive processes
Kreveld, Lucas van
;
Mandjes, Michel
;
Dorsman, Jan-Pieter
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 561-582
Persistent link: https://www.econbiz.de/10015052470
Saved in:
2
Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells
Lindholm, M.
;
Lindskog, F.
;
Palmquist, J.
- In:
Scandinavian actuarial journal
2023
(
2023
)
10
,
pp. 946-973
Persistent link: https://www.econbiz.de/10014384031
Saved in:
3
Finite-time ruin probabilities using bivariate Laguerre series
Cheung, Eric C. K.
;
Lau, Hayden
;
Willmot, Gordon E.
; …
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 153-190
Persistent link: https://www.econbiz.de/10014325041
Saved in:
4
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
5
A stochastic model of group wealth responses to insurancemechanisms in low-income communities
Henshaw, Kira
;
Mandjes, Michel
;
Constantinescu, Corina
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 301-328
Persistent link: https://www.econbiz.de/10014520538
Saved in:
6
An application of risk theory to mortgage lending
Akahori, Jiro
;
Constantinescu, Corina
;
Imamura, Yuri
; …
- In:
Scandinavian actuarial journal
2022
(
2022
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
Saved in:
7
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
Daly, Fraser
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 471-487
Persistent link: https://www.econbiz.de/10013370710
Saved in:
8
Cyber risk modeling : a discrete multivariate count process approach
Lu, Yang
;
Zhang, Jinggong
;
Zhu, Wenjun
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 625-655
Persistent link: https://www.econbiz.de/10015052473
Saved in:
9
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:
10
q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan
;
Jiang, Zhengjun
;
Zhang, Yiwen
- In:
Scandinavian actuarial journal
2023
(
2023
)
1
,
pp. 38-50
Persistent link: https://www.econbiz.de/10013491049
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