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On the evaluation of multivariate compound distributions with continuous severity distributions and sarmanov's counting distribution
Tamraz, Maissa; Vernic, Raluca - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 841-870
Persistent link: https://www.econbiz.de/10011875907
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Second-order tail asymptotics of deflated risks
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang - In: Insurance / Mathematics & economics 56 (2014), pp. 88-101
Persistent link: https://www.econbiz.de/10010385024
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Aggregation of randomly weighted large risks
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik - In: IMA journal of management mathematics 28 (2017) 3, pp. 403-419
Persistent link: https://www.econbiz.de/10011774250
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Finite-time ruin probability for correlated Brownian motions
Dębicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 890-915
Persistent link: https://www.econbiz.de/10012696892