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Ruin under interest force and subexponential claims: a simple treatment
Kalashnikov, Vladimir; Konstantinides, Dimitrios - In: Insurance / Mathematics & economics 27 (2000) 1, pp. 145
Persistent link: https://www.econbiz.de/10006906956
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Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami - In: Insurance / Mathematics & economics 31 (2002) 3, pp. 447-460
Persistent link: https://www.econbiz.de/10006892305
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Continuity Estimates for Ruin Probabilities
Enikeeva, Farida; Kalashnikov, Vladimir; Rusaityte, Deimante - In: Scandinavian actuarial journal : Actuarial Society of … (2001) 1, pp. 18-39
Persistent link: https://www.econbiz.de/10005952062
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On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
Kalashnikov, Vladimir; Norberg, Ragnar - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2003) 3, pp. 238
Persistent link: https://www.econbiz.de/10005934061
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On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
Kalashnikov, Vladimir; Norberg, Ragnar - In: Scandinavian actuarial journal : Actuarial Society of … (2003) 3, pp. 238
Persistent link: https://www.econbiz.de/10005929928