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Operational risk modelling in insurance and banking

Vukovic, Ognjen - In: Inventi impact: microfinance & banking (2016) 3, pp. 172-184

Persistent link: https://www.econbiz.de/10011567927

Explaining the failure to insure catastrophic risks

Kousky, Carolyn; Cooke, Roger M. - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 2, pp. 206-227

Persistent link: https://www.econbiz.de/10009574607

Ruin probabilities in models of resource management and insurance : a synthesis

Bhattacharya, Rabindra N.; Majumdar, Mukul - In: International journal of economic theory 11 (2015) 1, pp. 59-74

Persistent link: https://www.econbiz.de/10011346262

Folded- and Log-Folded-t Distributions as Models for Insurance Loss Data

Brazauskas, Vytaras - 2019

A rich variety of probability distributions has been proposed in the actuarial literature for fitting of insurance loss …

Persistent link: https://www.econbiz.de/10012904903

Inference for the tail conditional allocation : large sample properties, insurance risk assessment, and compound sums of concomitants

Gribkova, Nadezhda; Su, Jianxi; Zitikis, Ricardas - 2022

advances have become possible due to a newly developed technique that hinges on compound sums of concomitants. An insurance …

Persistent link: https://www.econbiz.de/10013492213

Consumption partial insurance in the presence of tail income risk

Ghosh, Anisha; Theloudis, Alexandros - 2023

Persistent link: https://www.econbiz.de/10014339954

Hidden semi-Markov models for rainfall-related insurance claims

Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - 2023

Persistent link: https://www.econbiz.de/10014431361

Capital allocation based on the tail covariance premium adjusted

Wang, Min - In: Insurance / Mathematics & economics 57 (2014), pp. 125-131

Persistent link: https://www.econbiz.de/10010402702

The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks

Sun, Ying; Wei, Li - In: Insurance / Mathematics & economics 59 (2014), pp. 178-183

Persistent link: https://www.econbiz.de/10010469138

Tail risk in commercial property insurance

Biffis, Enrico; Chavez, Erik - In: Risks : open access journal 2 (2014) 4, pp. 393-410

We present some new evidence on the tail distribution of commercial property losses based on a recently constructed dataset on large commercial risks. The dataset is based on contributions from Lloyd’s of London syndicates, and provides information on over three thousand claims occurred during...

Persistent link: https://www.econbiz.de/10010489100