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Stochastic ordering of Gini indexes for multivariate elliptical risks

Kim, Bara; Kim, Jeongsim - In: Insurance / Mathematics & economics 88 (2019), pp. 151-158

Persistent link: https://www.econbiz.de/10012105530

Comparing approximations for risk measures of sums of non-independent lognormal random variables

Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan - 2004

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Considerations on the stochastic approach in economics

Smeureanu, Ion; Ruxanda, Gheorghe - In: Amfiteatru economic : an economic and business research … 15 (2013) 34, pp. 401-416

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Ordering Gini indexes of multivariate elliptical risks

Samanthi, Ranadeera Gamage Madhuka; Wei, Wei; … - In: Insurance / Mathematics & economics 68 (2016), pp. 84-91

Persistent link: https://www.econbiz.de/10011492473

Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims

Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 421-443

Persistent link: https://www.econbiz.de/10011312279

Precise local large deviations for heavy-tailed random sums with applications to risk models

Zhang, Qiuying; Cheng, Fengyang - In: Scandinavian actuarial journal (2018) 5, pp. 450-463

Persistent link: https://www.econbiz.de/10011881464

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

Ruin probabilities in multivariate risk models with periodic common shock

Cojocaru, Ionica - In: Scandinavian actuarial journal (2017) 2, pp. 159-174

Persistent link: https://www.econbiz.de/10011772073

Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return

Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204

Persistent link: https://www.econbiz.de/10011630650

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