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On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
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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
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A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Cheung, Eric C. K.; Feng, Runhuan - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 98-109
Persistent link: https://www.econbiz.de/10009785415
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Bayesian approaches for analyzing earthquake catastrophic risk
Li, Yunxian; Tang, Niansheng; Jiang, Xuejun - In: Insurance / Mathematics & economics 68 (2016), pp. 110-119
Persistent link: https://www.econbiz.de/10011492563
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An IBNR–RBNS insurance risk model with marked Poisson arrivals
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; … - In: Insurance / Mathematics & economics 79 (2018), pp. 26-42
Persistent link: https://www.econbiz.de/10011825342
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Banach Contraction Principle and ruin probabilities in regime-switching models
Gajek, Lesław; Rudź, Marcin - In: Insurance / Mathematics & economics 80 (2018), pp. 45-53
Persistent link: https://www.econbiz.de/10011872912
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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
Xu, Lin; Zhang, Liming; Yao, Dingjun - In: Insurance / Mathematics & economics 74 (2017), pp. 7-19
Persistent link: https://www.econbiz.de/10011712331
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Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
Badila, E. S.; Boxma, Onno; Resing, J. A. C. - In: Insurance / Mathematics & economics 61 (2015), pp. 48-61
Persistent link: https://www.econbiz.de/10010515929