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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
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Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
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Uniform estimate for randomly weighted sums of dependent subexponential random variables
Liu, Yan; Zhang, Qinqin - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 2, pp. 303-318
Persistent link: https://www.econbiz.de/10011407748
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Randomly weighted sums of dependent subexponential random variables with applications to risk theory
Cheng, Fengyang; Cheng, Dongya - In: Scandinavian actuarial journal (2018) 3, pp. 191-202
Persistent link: https://www.econbiz.de/10011881079
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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
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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
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The distribution of the time of ruin, the surplus immediately before ruin and deficit at ruin under two sided risk renewal process
Rebello, Joseph Justin; Thampi, K. K. - In: Journal of mathematical finance 7 (2017) 3, pp. 624-632
Persistent link: https://www.econbiz.de/10011752406
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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
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Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and the use of their convolutions
Nath, Dilip C.; Das, Jagriti - In: Journal of mathematical finance 6 (2016) 3, pp. 378-400
Persistent link: https://www.econbiz.de/10011583507
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A simple compound scan statistic useful for modeling insurance and risk management problems
Koutras, Vasileios M.; Koutras, Markos V.; Yalcin, Femin - In: Insurance / Mathematics & economics 69 (2016), pp. 202-209
Persistent link: https://www.econbiz.de/10011530961