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Finite-time ruin probabilities using bivariate Laguerre series
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190
Persistent link: https://www.econbiz.de/10014325041
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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
Woo, Jae-Kyung - In: Insurance / Mathematics & economics 70 (2016), pp. 354-363
Persistent link: https://www.econbiz.de/10011597325
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Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
Willmot, Gordon E. - In: Insurance / Mathematics & economics 7 (1988) 4, pp. 275-281
Persistent link: https://www.econbiz.de/10001069440
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On a partial integrodifferential equation of Seal’s type
Willmot, Gordon E. - In: Insurance / Mathematics & economics 62 (2015), pp. 54-61
Persistent link: https://www.econbiz.de/10011312088
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Asymptotic correlation structure of discounted incurred but not reported claims under fractional poisson arrival process
Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; … - In: European journal of operational research : EJOR 276 (2019) 2, pp. 582-601
Persistent link: https://www.econbiz.de/10012003605
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Bayesian credibility under a bivariate prior on the frequency and the severity of claims
Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 100 (2021), pp. 274-295
Persistent link: https://www.econbiz.de/10012622393
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A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; … - In: Insurance / Mathematics & economics 103 (2022), pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
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Approximations for stop-loss premiums
Teugels, Jef L. - In: Insurance / Mathematics & economics 6 (1987) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10001038080
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Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability
Cai, Jun; Fang, Ying; Li, Zhi; Willmot, Gordon E. - In: The journal of risk and insurance : the journal of the … 80 (2013) 1, pp. 145-168
Persistent link: https://www.econbiz.de/10009729146
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On the analysis of time dependent claims in a class of birth process claim count models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance / Mathematics & economics 58 (2014), pp. 168-173
Persistent link: https://www.econbiz.de/10010437573