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Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
Vernic, Raluca - In: Fuzzy optimization and decision making : a journal of … 15 (2016) 2, pp. 195-217
Persistent link: https://www.econbiz.de/10011647317
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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10003755694
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Interplay of insurance and financial risks in a stochastic environment
Tang, Qihe; Yang, Yang - In: Scandinavian actuarial journal 2019 (2019) 5, pp. 432-451
Persistent link: https://www.econbiz.de/10012194959
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Robust actuarial risk analysis
Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 33-63
Persistent link: https://www.econbiz.de/10012180603
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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, Bjørn - 2009
Persistent link: https://www.econbiz.de/10009126897
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Recursions for convolutions and compound distributions with insurance applications
Sundt, Bjørn; Vernic, Raluca - 2009
Persistent link: https://www.econbiz.de/10003793162
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Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 421-443
Persistent link: https://www.econbiz.de/10011312279