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Some ruin problems for the MAP risk model

Li, Jingchao; Dickson, David C. M.; Li, Shuanming - In: Insurance / Mathematics & economics 65 (2015), pp. 1-8

Persistent link: https://www.econbiz.de/10011422838

Optimal dividend payments under a time of ruin constraint : exponential claims

Hernández, Camilo; Junca, Mauricio - In: Insurance / Mathematics & economics 65 (2015), pp. 136-142

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On a multi-dimensional risk model with regime switching

Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83

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Risiko und Versicherungstechnik : eine ökonomische Einführung

Karten, Walter; Nell, Martin; Richter, Andreas; … - 2018

Persistent link: https://www.econbiz.de/10011438151

Statistical premium in correlated losses of insurance

Lai, Li-Hua - In: Economic modelling 49 (2015), pp. 248-253

Persistent link: https://www.econbiz.de/10011439542

A credibility-based Erlang mixture model for pricing crop reinsurance

Porth, Lysa; Zhu, Wenjun; Ken Seng Tan - In: Agricultural finance review 74 (2014) 2, pp. 162-187

Persistent link: https://www.econbiz.de/10011304305

Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates

Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83

Persistent link: https://www.econbiz.de/10011308397

Ruin with insurance and financial risks following the least risky FGM dependence structure

Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106

Persistent link: https://www.econbiz.de/10011312084

On a partial integrodifferential equation of Seal’s type

Willmot, Gordon E. - In: Insurance / Mathematics & economics 62 (2015), pp. 54-61

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Stochastic claims reserving manual : advances in dynamic modeling

Wüthrich, Mario V.; Merz, Michael - 2015 - Version: August 21, 2015

These notes are strongly motivated by practitioners who have been seeking for advise in stochastic claims reserving modeling under Solvency 2 and under the Swiss Solvency Test. There have been tremendous developments since the publication of our first book Stochastic Claims Reserving Methods in...

Persistent link: https://www.econbiz.de/10011412274