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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting
Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10010227909
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Risk models with premiums adjusted to claims number
Li, Bo; Ni, Weihong; Constantinescu, Corina - In: Insurance / Mathematics & economics 65 (2015), pp. 94-102
Persistent link: https://www.econbiz.de/10011422881
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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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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
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Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 32-61
Persistent link: https://www.econbiz.de/10012194929
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On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models
Ji, Lanpeng - In: Scandinavian actuarial journal 2020 (2020) 9, pp. 819-842
Persistent link: https://www.econbiz.de/10012313740
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On series expansions for scale functions and other ruin-related quantities
Landriault, David; Willmot, Gordon E. - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
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Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
Bai, Long - In: Scandinavian actuarial journal (2018) 6, pp. 514-528
Persistent link: https://www.econbiz.de/10011939705
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An application of risk theory to mortgage lending
Akahori, Jiro; Constantinescu, Corina; Imamura, Yuri; … - In: Scandinavian actuarial journal 2022 (2022) 5, pp. 447-469
Persistent link: https://www.econbiz.de/10013370706
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Gerber-Shiu metrics for a bivariate perturbed risk process
Boxma, Onno; Hinze, Fabian; Mandjes, Michel - In: Risks : open access journal 12 (2024) 1, pp. 1-17
We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims. Each claim of the first input …
Persistent link: https://www.econbiz.de/10014480915