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Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type

Furman, Edward; Kye, Yisub; Su, Jianxi - In: Insurance / Mathematics & economics 96 (2021), pp. 153-167

Persistent link: https://www.econbiz.de/10012482842

On a multiplicative multivariate gamma distribution with applications in insurance

Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks : open access journal 6 (2018) 3, pp. 1-20

One way to formulate a multivariate probability distribution with dependent univariate margins distributed gamma is by using the closure under convolutions property. This direction yields an additive background risk model, and it has been very well-studied. An alternative way to accomplish the...

Persistent link: https://www.econbiz.de/10011890776

Structural models for fog computing based internet of things architectures with insurance and risk management applications

Zhang, Xiaoyu; Xu, Maochao; Su, Jianxi; Zhao, Peng - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1273-1291

Persistent link: https://www.econbiz.de/10013492878

A continuous-time theory of reinsurance chains

Lv, Chen; Shen, Yang; Su, Jianxi - In: Insurance / Mathematics & economics 95 (2020), pp. 129-146

Persistent link: https://www.econbiz.de/10012419263

Mitigating wildfire losses via insurance-linked securities : modeling and risk management perspectives

Li, Hong; Su, Jianxi - In: The journal of risk & insurance 91 (2024) 2, pp. 383-414

Persistent link: https://www.econbiz.de/10014545326

Optimal consumption and annuity equivalent wealth with mortality model uncertainty

Li, Zhengming; Shen, Yang; Su, Jianxi - In: Insurance : mathematics and economics 120 (2025), pp. 159-188

Persistent link: https://www.econbiz.de/10015431894

Size-biased risk measures of compound sums

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 512-532

Persistent link: https://www.econbiz.de/10012387651

Does positive dependence between individual risks increase stop-loss premiums?

Denuit, Michel; Dhaene, Jan; Ribas, Carmen - 2000

Persistent link: https://www.econbiz.de/10001593691

A simple geometric proof that comonotonic risks have the convex-largest sum

Kaas, R.; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; … - 2001

Persistent link: https://www.econbiz.de/10001594219

The concept of comonotonicity in actuarial science and finance

Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002

Persistent link: https://www.econbiz.de/10001655460

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