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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
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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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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
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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
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Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Vernic, Raluca; Dhaene, Jan; Sundt, Bjrn - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 4, pp. 249-268
Persistent link: https://www.econbiz.de/10008732846
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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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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. 386-394
Persistent link: https://www.econbiz.de/10008893157