Narrow search
Showing 1 - 10 of 34
Cover Image
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
Cover Image
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
Cover Image
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Goovaerts, Marc; Kaas, Rob; Laeven, Roger; Tang, Qihe; … - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 6, pp. 446-461
Persistent link: https://www.econbiz.de/10007258637
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Multivariate skew-normal distributions with applications in insurance
Vernic, Raluca - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 413
Persistent link: https://www.econbiz.de/10006871515
Cover Image
Skewed bivariate models and nonparametric estimation for the CTE risk measure
Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; … - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 386-393
Persistent link: https://www.econbiz.de/10008149211