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Tail asymptotics of generalized deflated risks with insurance applications
Ling, Chengxiu; Peng, Zuoxiang - In: Insurance 71 (2016), pp. 220-231
Persistent link: https://www.econbiz.de/10011630653
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Random distribution kernels and three types of defaultable contingent payoffs
Ye, Jinchun - In: Insurance 85 (2019), pp. 198-204
Persistent link: https://www.econbiz.de/10011990678
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Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.; Maller, Ross A.; Roberts, Dale - In: Insurance 53 (2013) 2, pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
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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 56 (2014), pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
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On sums of two counter-monotonic risks
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; … - In: Insurance 92 (2020), pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
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Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan; Ken Seng Tan; Yang, Fan - In: Insurance 99 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
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Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying - In: Insurance 86 (2019), pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
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Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
Kim, Joseph H. T.; Kim, So-Yeun - In: Insurance 86 (2019), pp. 145-157
Persistent link: https://www.econbiz.de/10012058851
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Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu - In: Insurance 86 (2019), pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
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Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun; Wang, Ying; Mao, Tiantian - In: Insurance 75 (2017), pp. 105-116
Persistent link: https://www.econbiz.de/10011740761