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A ruin model with a resampled environment

Constantinescu, Corina; Delsing, G.; Mandjes, Michel; … - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 323-341

Persistent link: https://www.econbiz.de/10012262740

Ruin probabilities in classical risk models with gamma claims

Constantinescu, Corina; Samorodnitsky, Gennady; Zhu, Wei - In: Scandinavian actuarial journal (2018) 7, pp. 555-575

Persistent link: https://www.econbiz.de/10011939710

How much we gain by surplus-dependent premiums : asymptotic analysis of ruin probability

Wang, Jing; Palmowski, Zbigniew; Constantinescu, Corina - In: Risks : open access journal 9 (2021) 9, pp. 1-17

In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and a hypoexponential claims scenario, Erlang (2) claim sizes. Applying the approximation theory of solutions of linear...

Persistent link: https://www.econbiz.de/10012612558

An application of risk theory to mortgage lending

Akahori, Jiro; Constantinescu, Corina; Imamura, Yuri; … - In: Scandinavian actuarial journal 2022 (2022) 5, pp. 447-469

Persistent link: https://www.econbiz.de/10013370706

Dividend maximization under consideration of the time value of ruin

Thonhauser, Stefan; Albrecher, Hansjörg - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 163-184

Persistent link: https://www.econbiz.de/10003755693