Narrow search
Showing 1 - 5 of 5
Cover Image
Multivariate modelling of household claim frequencies in motor third-party liability insurance
Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993
Persistent link: https://www.econbiz.de/10011999834
Cover Image
Some comparison results for finite-time ruin probabilities in the classical risk model
Lefevre, Claude; Trufin, Julien; Zuyderhoff, Pierre - In: Insurance / Mathematics & economics 77 (2017), pp. 143-149
Persistent link: https://www.econbiz.de/10011783950
Cover Image
On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Dutang, Christophe; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 774-785
Persistent link: https://www.econbiz.de/10010227872
Cover Image
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 374-381
Persistent link: https://www.econbiz.de/10009517556
Cover Image
On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment
Lefevre, Claude; Loisel, Stéphane; Montesinos, Pierre - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 476-504
Persistent link: https://www.econbiz.de/10012588355