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Asymptotic tail probability of the discounted aggregate claims under homogeneous, non-homogeneous and mixed Poisson risk model
Adékambi, Franck; Essiomle, Kokou - In: Risks : open access journal 9 (2021) 6, pp. 1-22
homogeneous, non-homogeneous and mixed Poisson risk models with constant force of interest by using a general dependence structure …
Persistent link: https://www.econbiz.de/10012598905
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Gerber-Shiu function in a class of delayed and perturbed risk model with dependence
Adékambi, Franck; Takouda, Essodina - In: Risks : open access journal 8 (2020) 1/30, pp. 1-25
This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two …
Persistent link: https://www.econbiz.de/10012203649
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On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.; Economidesa, D.-J.; Vaggelatou, E. - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
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Ruin probability in the delayed renewal risk model perturbed by a diffusion process
Adékambi, Franck; Takouda, Essodina - In: Risk and decision analysis 8 (2021) 3/4, pp. 127-144
Persistent link: https://www.econbiz.de/10013173245
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A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; … - In: Insurance / Mathematics & economics 103 (2022), pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
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On the definition of risk
Lemos, Filipe - In: Journal of risk management in financial institutions 13 (2019/2020) 3, pp. 266-278
Persistent link: https://www.econbiz.de/10012300957
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Representation of BSDE-based dynamic risk measures and dynamic capital allocations
Kromer, Eduard; Overbeck, Ludger - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
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Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois; Schlotter, Ruben - In: Mathematics of operations research 48 (2023) 3, pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
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Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander; Ugurlu, K. - In: Operations research letters 44 (2016) 5, pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
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Actuarial pricing with financial methods
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 450-476
Persistent link: https://www.econbiz.de/10014336588