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Hainaut, Donatien; Devolder, Pierre - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 409-418

Persistent link: https://www.econbiz.de/10003682564

Calibration of parametric CAT bonds : a case study of Mexican earthquakes

Härdle, Wolfgang; López Cabrera, Brenda - In: Schmollers Jahrbuch : journal of contextual economics 128 (2008) 4, pp. 615-630

Persistent link: https://www.econbiz.de/10003786603

A reinsurance game between two insurance companies with nonlinear risk processes

Meng, Hui; Li, Shuanming; Jin, Zhuo - In: Insurance / Mathematics & economics 62 (2015), pp. 91-97

Persistent link: https://www.econbiz.de/10011312085

Simulating tail probabilities in GI/GI.1 queues and insurance risk processes with subexponentail distributions

Boots, Nam Kyoo; Shahabuddin, Perwez - 2001

This paper deals with estimating small tail probabilities of thesteady-state waiting time in a GI/GI/1 queue withheavy-tailed (subexponential) service times. The problem ofestimating infinite horizon ruin probabilities in insurancerisk processes with heavy-tailed claims can be transformed into...

Persistent link: https://www.econbiz.de/10011313925

The valuation of catastrophe bonds with exposure to currency exchange risk

Lai, Van Son; Parcollet, Mathieu; Lamond, Bernard F. - In: International review of financial analysis 33 (2014), pp. 243-252

Persistent link: https://www.econbiz.de/10010520456

Poissonian potential measures for Lévy risk models

Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di - In: Insurance / Mathematics & economics 82 (2018), pp. 152-166

Persistent link: https://www.econbiz.de/10011929861

A note on optimal expected utility of dividend payments with proportional reinsurance

Liang, Xiaoqing; Palmowski, Zbigniew - In: Scandinavian actuarial journal (2018) 4, pp. 275-293

Persistent link: https://www.econbiz.de/10011881090

Optimal investment and risk control for an insurer with stochastic factor

Bo, Lijun; Wang, Shihua - In: Operations research letters 45 (2017) 3, pp. 259-265

Persistent link: https://www.econbiz.de/10011719330

Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus

Shimizu, Yasutaka; Zhang, Zhimin - In: Insurance / Mathematics & economics 74 (2017), pp. 84-98

Persistent link: https://www.econbiz.de/10011712403

Parisian ruin for a refracted Lévy process

Lkabous, Mohamed Amine; Czarna, Irmina; Renaud, … - In: Insurance / Mathematics & economics 74 (2017), pp. 153-163

Persistent link: https://www.econbiz.de/10011712432