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Lévy insurance risk process with Poissonian taxation
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Scandinavian actuarial journal (2017) 1, pp. 51-87
Persistent link: https://www.econbiz.de/10011771965
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Contagion modeling between the financial and insurance markets with time changed processes
Hainaut, Donatien - In: Insurance / Mathematics & economics 74 (2017), pp. 63-77
Persistent link: https://www.econbiz.de/10011712384
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Ordering optimal deductible allocations for stochastic arrangement increasing risks
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 73 (2017), pp. 31-40
Persistent link: https://www.econbiz.de/10011702042
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Risk reducers in convex order
He, Junnan; Tang, Qihe; Zhang, Huan - In: Insurance / Mathematics & economics 70 (2016), pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
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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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On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can; Li, Shuanming; Wu, Xueyuan - In: Insurance / Mathematics & economics 71 (2016), pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
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Optimal investment and risk control for an insurer under inside information
Peng, Xingchun; Wang, Wenyuan - In: Insurance / Mathematics & economics 69 (2016), pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
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Optimal dividends in the dual risk model under a stochastic interest rate
Cheng, Zailei - In: International journal of financial engineering 4 (2017) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011673118
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Gerber Shiu function of Markov modulated delayed by-claim type risk model with random incomes
Shija, G.; Jacob, M. J. - In: Journal of mathematical finance 6 (2016) 4, pp. 489-501
Persistent link: https://www.econbiz.de/10011656888
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In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.; Pergamenshchikov, Serguei - In: Finance and stochastics 20 (2016) 2, pp. 355-379
Persistent link: https://www.econbiz.de/10011471125