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Interest rate model comparisons for participating products under Solvency II
Aas, Kjersti; Neef, Linda R.; Williams, Lloyd; Raabe, Dag - In: Scandinavian actuarial journal (2018) 3, pp. 203-224
Persistent link: https://www.econbiz.de/10011881080
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Actuarial pricing with financial methods
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 450-476
Persistent link: https://www.econbiz.de/10014336588
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Dynamic reinsurance in discrete time minimizing the insurer's cost of capital
Glauner, Alexander - In: Scandinavian actuarial journal 2022 (2022) 4, pp. 279-306
Persistent link: https://www.econbiz.de/10013370638
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Approximating the classical risk process by stable Lévy motion
Cao, Jingyi; Young, Virginia R. - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 679-707
Persistent link: https://www.econbiz.de/10014383892
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Precise local large deviations for heavy-tailed random sums with applications to risk models
Zhang, Qiuying; Cheng, Fengyang - In: Scandinavian actuarial journal (2018) 5, pp. 450-463
Persistent link: https://www.econbiz.de/10011881464
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Lévy insurance risk process with Poissonian taxation
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Scandinavian actuarial journal (2017) 1, pp. 51-87
Persistent link: https://www.econbiz.de/10011771965
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Drawdown analysis for the renewal insurance risk process
Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
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On dividends in the phase-type dual risk model
Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784
Persistent link: https://www.econbiz.de/10011848663
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Periodic threshold-type dividend strategy in the compound Poisson risk model
Cheung, Eric C. K.; Zhang, Zhimin - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10012194926
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Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 32-61
Persistent link: https://www.econbiz.de/10012194929