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Ranking distributions when only means and variances are known

Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2020 - Revised version of 2019/37/DSC

Persistent link: https://www.econbiz.de/10012299679

Ranking distributions when only means and variances are known

Müller, Alfred; Scarsini, Marco; Tsetlin, Ilia; … - 2019

Persistent link: https://www.econbiz.de/10012159289

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

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

Persistent link: https://www.econbiz.de/10002153412

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

. The primary insurer’s point of view is documented in terms of assessment of risk and payment of reinsurance premium. A … reinsurance. Assuming the classical compound Poisson risk model with choices of claim size distributions (classified as heavy … LCR reinsurance than for EOL while still maintaining company value. Both methods reduce risk considerably as compared with …

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