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Approximating the density of the time to ruin via fourier-cosine series expansion

Zhang, Zhimin - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 169-198

Persistent link: https://www.econbiz.de/10011670873

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

Ruin probability and time of ruin with a proportional reinsurance threshold strategy

Castañer, Anna; Claramunt, Maria Mercè; Mármol, Maite - In: Top : transactions in operations research 20 (2012) 3, pp. 614-638

Persistent link: https://www.econbiz.de/10009629094

On the risk of credibility premium rules

Asmussen, Søren; Constantinescu, Corina; Thøgersen, Julie - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 866-889

Persistent link: https://www.econbiz.de/10012696890

Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures

Moosavian, Seyyed Ali Zeytoon Nejad; Goodwin, Barry K. - In: Applied economics 53 (2021) 4, pp. 411-440

Persistent link: https://www.econbiz.de/10012416054

Ruin probability for the insurer-reinsurer model for exponential claims : a probabilistic approach

Burnecki, Krzysztof; Teuerle, Marek A.; Wilkowska, … - In: Risks : open access journal 9 (2021) 5, pp. 1-10

In this paper, we consider a two-dimensional risk process in which the companies split each claim and premium in a fixed proportion. It serves as a classical framework of a quota-share reinsurance contract for a given business line. Such a contract reduces the insurer's exposure to the...

Persistent link: https://www.econbiz.de/10012508823

mvClaim : an R package for multivariate general insurance claims severity modelling

Hu, Sen; Murphy, Thomas Brendan; O'Hagan, Adrian - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 441-457

Persistent link: https://www.econbiz.de/10012593588

How much we gain by surplus-dependent premiums : asymptotic analysis of ruin probability

Wang, Jing; Palmowski, Zbigniew; Constantinescu, Corina - In: Risks : open access journal 9 (2021) 9, pp. 1-17

. Applying the approximation theory of solutions of linear ordinary differential equations, we derive the asymptotics of the ruin …

Persistent link: https://www.econbiz.de/10012612558

Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion

Cheung, Eric C. K.; Zhang, Zhimin - In: Scandinavian actuarial journal 2021 (2021) 9, pp. 804-831

Persistent link: https://www.econbiz.de/10012653689