On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays

von Woo, Jae-Kyung
Veröffentlicht in Insurance / Mathematics & economics (2016)

Refinements of two-sided bounds for renewal equations

von Woo, Jae-kyung
Veröffentlicht in Insurance / Mathematics & economics (2011)

Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments

von Xu, Ran
Veröffentlicht in Insurance / Mathematics & economics (2020)

Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks

von Liu, Jingchen
Veröffentlicht in Insurance / Mathematics & economics (2014)

On some properties of a class of multivariate Erlang mixtures with insurance applications

von Willmot, Gordon E.
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2015)

Surplus analysis of Sparre Andersen insurance risk processes

von Willmot, Gordon E.
Veröffentlicht 2017

On the analysis of a general class of dependent risk processes

von Willmot, Gordon E.
Veröffentlicht in Insurance / Mathematics & economics (2012)

Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts

von Willmot, Gordon E.
Veröffentlicht in Insurance / Mathematics & economics (2010)

A note on discounted compound renewal sums under dependency

von Woo, Jae-kyung
Veröffentlicht in Insurance / Mathematics & economics (2013)

Multivariate matrix-exponential affine mixtures and their applications in risk theory

von Cheung, Eric C. K.
Veröffentlicht in Insurance / Mathematics & economics (2022)

Bayesian credibility under a bivariate prior on the frequency and the severity of claims

von Cheung, Eric C. K.
Veröffentlicht in Insurance / Mathematics & economics (2021)

On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

Veröffentlicht in Insurance / Mathematics & economics (2013)

A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process

von Albrecher, Hansjörg
Veröffentlicht in Insurance / Mathematics & economics (2022)

Asymptotic correlation structure of discounted incurred but not reported claims under fractional poisson arrival process

von Cheung, Eric C. K.
Veröffentlicht in European journal of operational research (2019)

Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models

Veröffentlicht in Insurance / Mathematics & economics (2010)