Narrow search
Showing 1 - 4 of 4
Cover Image
Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
Cover Image
Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing - In: Insurance / Mathematics & economics 77 (2017), pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
Cover Image
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Chen, Yiqing; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 75-81
Persistent link: https://www.econbiz.de/10011702058
Cover Image
Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
Chen, Yiqing; White, Toby; Yuen, Kam Chuen - In: Insurance / Mathematics & economics 97 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012491954