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Ruin probabilities with dependence on the number of claims within a fixed time window

Constantinescu, Corina; Dai, Suhang; Ni, Weihong; … - In: Risks : open access journal 4 (2016) 2, pp. 1-23

We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims that arrive within a fixed (past) time window. This dependence could be explained through a regenerative structure. The main inspiration of the model comes from the bonus-malus...

Persistent link: https://www.econbiz.de/10011507555

Boole, Ramsey and the Keynes-Townshend exchanges on subjective probability

Arthmar, Rogério; Brady, Michael Emmett - In: History of economic thought and policy 7 (2018) 2, pp. 55-74

Persistent link: https://www.econbiz.de/10011981019

De Finetti-Savage's and Keynes-Knight's approaches to probability and uncertainty : a rejoinder to Feduzi, Runde and Zappia

Arthmar, Rogério; Brady, Michael Emmett - In: History of economic ideas : HEI 25 (2017) 1, pp. 225-233

Persistent link: https://www.econbiz.de/10012127532

Bonus-Malus systems with Weibull distributed claim severities

Ni, Weihong; Constantinescu, Corina; Pantelous, … - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 2, pp. 217-233

Persistent link: https://www.econbiz.de/10010422193

An application of fractional differential equations to risk theory

Constantinescu, Corina; Ramirez, Jorge M.; Zhu, Wei - In: Finance and stochastics 23 (2019) 4, pp. 1001-1024

Persistent link: https://www.econbiz.de/10012114683

Opinions on the theories of Savage and de Finetti

Brady, Michael Emmett - In: Theoretical and practical research in economic fields : … 8 (2017) 2/16, pp. 137-143

Persistent link: https://www.econbiz.de/10011883867

Ruin probabilities in classical risk models with gamma claims

Constantinescu, Corina; Samorodnitsky, Gennady; Zhu, Wei - In: Scandinavian actuarial journal (2018) 7, pp. 555-575

Persistent link: https://www.econbiz.de/10011939710

Keynes, mathematics and probability : a reappraisal

Brady, Michael Emmett - In: International journal of applied economics and … 20 (2012) 2, pp. 324-357

Persistent link: https://www.econbiz.de/10009530167

John Maynard Keynes's upper and lower valued probabilities : a study of how statisticians, philosophers, logicians, historians, and economists failed to comprehend Keynes's breakth...

Brady, Michael Emmett - In: International journal of applied economics and … 21 (2013) 2, pp. 254-272

Persistent link: https://www.econbiz.de/10009757333

Keynes, Boole and the interval approach to probability

Brady, Michael Emmett; Arthmar, Rogério - In: History of economic ideas : HEI 20 (2012) 3, pp. 65-84

Persistent link: https://www.econbiz.de/10009745325

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