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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risikomodell"
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Risikomodell
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ECONIS (ZBW)
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1
Valuation of general GMWB annuities in a low interest rate environment
Fontana, Claudio
;
Rotondi, Francesco
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 142-167
Persistent link: https://www.econbiz.de/10014446751
Saved in:
2
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
3
Is mortality or interest rate the most important risk in annuity models? : a comparison of sensitivity analysis methods
Rabitti, Giovanni
;
Borgonovo, Emanuele
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 48-58
Persistent link: https://www.econbiz.de/10012419238
Saved in:
4
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
5
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
6
Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li
;
Lin, Luyao
;
Lu, Yi
;
Parker, Gary
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 16-31
Persistent link: https://www.econbiz.de/10011740696
Saved in:
7
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
Saved in:
8
On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
Saved in:
9
From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
Saved in:
10
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
Saved in:
11
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
12
Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes
Heilpern, Stanislaw
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 251-257
Persistent link: https://www.econbiz.de/10010470011
Saved in:
13
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu
;
Badescu, Andrei L.
;
Stanford, David A.
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 167-178
Persistent link: https://www.econbiz.de/10009501688
Saved in:
14
Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size
Mihálykó, Éva Orbán
;
Mihálykó, Csaba
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 378-383
Persistent link: https://www.econbiz.de/10008989289
Saved in:
15
Adaptive control strategies and dependence of finite time ruin on the premium loading
Malinovskii, Vsevolod K.
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10003681609
Saved in:
16
Tail bounds for the joint distribution of the surplus prior to and at ruin
Psarrakos, Georgios
;
Politis, Konstadinos
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 163-176
Persistent link: https://www.econbiz.de/10003682178
Saved in:
17
An optimal insurance strategy for an individual under an intertemporal equilibrium
Zhou, Chunyang
;
Wu, Chongfeng
;
Zhang, Shengping
;
Huang, …
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 255-260
Persistent link: https://www.econbiz.de/10003682224
Saved in:
18
Quantifying the error of convex order bounds for truncated first moments
Brückner, Karsten
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 261-270
Persistent link: https://www.econbiz.de/10003682227
Saved in:
19
Insuring a risky investment project
Loubergé, Henri
;
Watt, Richard
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 301-310
Persistent link: https://www.econbiz.de/10003682291
Saved in:
20
Ruin theory for a Markov regime-switching model under a threshold dividend strategy
Zhu, Jinxia
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 311-318
Persistent link: https://www.econbiz.de/10003682298
Saved in:
21
Bruno de Finetti and the case of the critical line's last segment
Barone, Luca
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 359-377
Persistent link: https://www.econbiz.de/10003682500
Saved in:
22
Mortality modelling with Lévy processes
Hainaut, Donatien
;
Devolder, Pierre
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 409-418
Persistent link: https://www.econbiz.de/10003682564
Saved in:
23
Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law mortality
Willemse, W. J.
;
Kaas, R.
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 468-484
Persistent link: https://www.econbiz.de/10003755776
Saved in:
24
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Leipus, Remigijus
;
Šiaulys, Jonas
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 498-508
Persistent link: https://www.econbiz.de/10003755782
Saved in:
25
Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
Wan, Ning
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 509-523
Persistent link: https://www.econbiz.de/10003755786
Saved in:
26
Valuation of catastrophe reinsurance with catastrophe bonds
Lee, Jin-Ping
;
Yu, Min-Teh
- In:
Insurance / Mathematics & economics
41
(
2007
)
2
,
pp. 264-278
Persistent link: https://www.econbiz.de/10003755646
Saved in:
27
Risk measures, distortion parameters, and their empirical estimation
Jones, Bruce L.
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
41
(
2007
)
2
,
pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
Saved in:
28
Jump diffusion processes and their applications in insurance and finance
Jang, Jiwook
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 62-70
Persistent link: https://www.econbiz.de/10003755668
Saved in:
29
Management of a pension fund under mortality and financial risks
Hainaut, Donatien
;
Devolder, Pierre
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 134-155
Persistent link: https://www.econbiz.de/10003755688
Saved in:
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