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Handbook of solvency for actuaries and risk managers : theory and practice

Sandström, Arne - 2011

: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the …

Persistent link: https://www.econbiz.de/10011826214

On dividends in the phase-type dual risk model

Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784

Persistent link: https://www.econbiz.de/10011848663

Discrete time ruin probability with Parisian delay

Czarna, Irmina; Palmowski, Zbigniew; Świa̧tek, Przemysław - In: Scandinavian actuarial journal (2017) 10, pp. 854-869

Persistent link: https://www.econbiz.de/10011848700

The exponential estimate of the ultimate ruin probability for the non-homogeneous renewal risk model

Kizinevič, Edita; Šiaulys, Jonas - In: Risks : open access journal 6 (2018) 1, pp. 1-17

In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arrival times are independent but possibly non-identically distributed. The easily verifiable conditions are found such that the ultimate ruin probability of the model satisfies the exponential estimate...

Persistent link: https://www.econbiz.de/10011811611

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

Adjusting the premium relativities in a bonus-malus system : an integrated approach using the first claim time and the number of claims

Mahmoudvand, Rahim; Tan, Chong It; Abbasi, Narges - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10011671170

Aktuarielle Methoden als Beitrag zur Lösung aktueller Herausforderungen in der Assekuranz

Weidner, Wiltrud - 2016

Digitalisierung, regulatorische Anforderungen, demografischer Wandel, Telematik, technische Unterstützungssysteme. - Digitization, regulatory requirements, demographic change, telematic technologies, technical support systems

Persistent link: https://www.econbiz.de/10011559569

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

Banach Contraction Principle and ruin probabilities in regime-switching models

Gajek, Lesław; Rudź, Marcin - In: Insurance / Mathematics & economics 80 (2018), pp. 45-53

Persistent link: https://www.econbiz.de/10011872912

On the compound poisson risk model with periodic capital injections

Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 435-477

Persistent link: https://www.econbiz.de/10011875624