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Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims

Yang, Haizhong; Li, Jinzhu - In: Insurance / Mathematics & economics 58 (2014), pp. 185-192

Persistent link: https://www.econbiz.de/10010437565

On the analysis of ruin-related quantities in the delayed renewal risk model

Kim, So-Yeun; Willmot, Gordon E. - In: Insurance / Mathematics & economics 66 (2016), pp. 77-85

Persistent link: https://www.econbiz.de/10011442700

Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails

Thampi, K. K. - In: International game theory review 17 (2015) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10010526708

Finite time ruin problems for the Markov-modulated risk model

Li, Jingchao; Dickson, David C. M.; Li, Shuanming - 2014

Persistent link: https://www.econbiz.de/10011342005

The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation

Fan, Yuguang; Griffin, Philip S.; Maller, Ross A.; … - In: Risks : open access journal 5 (2017) 1, pp. 1-27

We compare two types of reinsurance: excess of loss (EOL) and largest claim reinsurance (LCR), each of which transfers the payment of part, or all, of one or more large claims from the primary insurance company (the cedant) to a reinsurer. The primary insurer’s point of view is documented in...

Persistent link: https://www.econbiz.de/10011636215

Estimating large losses in insurance analytics and operational risk using the g-and-h distribution

Bee, Marco; Hambuckers, J.; Trapin, L. - In: Quantitative finance 21 (2021) 7, pp. 1207-1221

Persistent link: https://www.econbiz.de/10012588037

Ruin probability in the delayed renewal risk model perturbed by a diffusion process

Adékambi, Franck; Takouda, Essodina - In: Risk and decision analysis 8 (2021) 3/4, pp. 127-144

Persistent link: https://www.econbiz.de/10013173245

Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims

Fu, Ke-ang; Ng, Cheuk Yin Andrew - In: Insurance / Mathematics & economics 56 (2014), pp. 80-87

Persistent link: https://www.econbiz.de/10010385027

Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes

Heilpern, Stanislaw - In: Insurance / Mathematics & economics 59 (2014), pp. 251-257

Persistent link: https://www.econbiz.de/10010470011

Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates

Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10011308397