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Effect of an excess of loss reinsurance on upper bounds of ruin probabilities

Nguyen Quang Chung - In: Journal of mathematical finance 7 (2017) 4, pp. 958-974

Persistent link: https://www.econbiz.de/10011860198

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

Ruin probabilities in multivariate risk models with periodic common shock

Cojocaru, Ionica - In: Scandinavian actuarial journal (2017) 2, pp. 159-174

Persistent link: https://www.econbiz.de/10011772073

Optimal investment and reinsurance for an insurer under Markov-modulated financial market

Xu, Lin; Zhang, Liming; Yao, Dingjun - In: Insurance / Mathematics & economics 74 (2017), pp. 7-19

Persistent link: https://www.econbiz.de/10011712331

Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance

Afonso, Lourdes B.; Cardoso, Rui M. R.; Reis, Alfredo … - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 417-435

Persistent link: https://www.econbiz.de/10011729575

Ruin under stochastic dependence between premium and claim arrivals

Vidmar, Matija - In: Scandinavian actuarial journal (2018) 6, pp. 505-513

Persistent link: https://www.econbiz.de/10011939704

On a multi-dimensional risk model with regime switching

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

Persistent link: https://www.econbiz.de/10011492469

Risk minimization for insurance products via F-doubly stochastic Markov chains

Biagini, Francesca; Groll, Andreas; Widenmann, Jan … - In: Risks : open access journal 4 (2016) 3, pp. 1-26

We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of …-Kunita-Watanabe decomposition for a general insurance contract and specify risk-minimizing strategies in a Brownian financial market setting. The …

Persistent link: https://www.econbiz.de/10011507634

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

Discrete-time risk models with claim correlated premiums in a Markovian environment

Osatakul, Dhiti; Wu, Xueyuan - In: Risks : open access journal 9 (2021) 1/26, pp. 1-23

In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims … probabilities. In addition, we extend the risk model by considering an external Markovian environment in which the claims …

Persistent link: https://www.econbiz.de/10012423153