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Extreme behavior of multivariate phase-type distributions
Asimit, Alexandru V.; Jones, Bruce L. - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 223-233
Persistent link: https://www.econbiz.de/10007753088
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Extreme behavior of bivariate elliptical distributions
Asimit, Alexandru V.; Jones, Bruce L. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10007728695
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Dependence and the asymptotic behavior of large claims reinsurance
Asimit, Alexandru V.; Jones, Bruce L. - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 407-411
Persistent link: https://www.econbiz.de/10008149208
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Dependence and the asymptotic behavior of large claims reinsurance
Asimit, Alexandru V.; Jones, Bruce L. - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 407-412
Persistent link: https://www.econbiz.de/10008893154
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Asymptotics for risk capital allocations based on Conditional Tail Expectation
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 310-325
Persistent link: https://www.econbiz.de/10009807358
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Optimal risk transfer under quantile-based risk measurers
Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 252-265
Persistent link: https://www.econbiz.de/10010148984
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Optimal insurance in the presence of insurer’s loss limit
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 300-308
Persistent link: https://www.econbiz.de/10008391780
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The impact of the determinants of mortality on life insurance and annuities
Kwon, Hyuk-Sung; Jones, Bruce L. - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 271-288
Persistent link: https://www.econbiz.de/10006871526
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Testing hypotheses about the equality of several risk measure values with applications in insurance
Jones, Bruce L.; Puri, Madan L.; Zitikis, Riardas - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10006871527
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A critique of fractional age assumptions
Jones, Bruce L.; Mereu, John A. - In: Insurance / Mathematics & economics 30 (2002) 3, pp. 363-370
Persistent link: https://www.econbiz.de/10006894462