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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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Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
Balakrishnan, Narayanaswamy; Zhang, Yiying; Zhao, Peng - In: Scandinavian actuarial journal (2018) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10011880796
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Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.; Cheung, Ka Chun; Zhang, Yiying - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
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Comparisons of aggregate claim numbers and amounts : a study of heterogeneity
Zhang, Yiying; Zhao, Peng; Cheung, Ka Chun - In: Scandinavian actuarial journal 2019 (2019) 4, pp. 273-290
Persistent link: https://www.econbiz.de/10012194951
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Bowley reinsurance with asymmetric information : a first-best solution
Boonen, Tim J.; Zhang, Yiying - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 532-551
Persistent link: https://www.econbiz.de/10013370720