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On some aspects of maximum severity of ruin

Das, Palash Ranjan; Chakrabarti, Tripti - In: Metamorphosis : a journal of management research 15 (2016) 2, pp. 109-114

Persistent link: https://www.econbiz.de/10011667403

On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims

Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, … - In: Scandinavian actuarial journal (2017) 5, pp. 441-451

Persistent link: https://www.econbiz.de/10011772219

Comments on: Nonparametric tail risk, stock returns and the macroeconomy

Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016

This paper contains comments on Nonparametric Tail Risk, Stock Returns and the Macroeconomy …

Persistent link: https://www.econbiz.de/10011518800

A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks

Chen, Yiqing; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 75-81

Persistent link: https://www.econbiz.de/10011702058

Optimal resource distribution between protection and redundancy considering the time and uncertainties of attacks

Mo, Huadong; Xie, Min; Levitin, Gregory - In: European journal of operational research : EJOR 243 (2015) 1, pp. 200-210

Persistent link: https://www.econbiz.de/10010492973

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

Precise large deviations for subexponential distributions in a multi risk model

Konstantinides, Dimitrios G. - In: Risks : open access journal 6 (2018) 2, pp. 1-13

, we apply the main result on the multi-risk model introduced by Wang and Wang (2007). …

Persistent link: https://www.econbiz.de/10011811734

Approximation of ruin probabilities via Erlangized scale mixtures

Peralta, Oscar; Rojas-Nandayapa, Leonardo; Xie, Wangyue; … - In: Insurance / Mathematics & economics 78 (2018), pp. 136-156

Persistent link: https://www.econbiz.de/10011825250

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

A note on some joint distribution functions involving the time of ruin

Dickson, David C. M. - In: Insurance / Mathematics & economics 67 (2016), pp. 120-124

Persistent link: https://www.econbiz.de/10011457185