Robust reinsurance contracts in continuous time
|
-2018 |
Hu, Duni |
Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
|
-2018 |
Balakrishnan, Narayanaswamy |
Third cumulant for multivariate aggregate claim models
|
-2018 |
Loperfido, Nicola |
Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model
|
-2018 |
Hata, Hiroaki |
Some mathematical aspects of price optimisation
|
-2018 |
Hashorva, Enkelejd |
A new efficient method for estimating the Gerber-Shiu function in the classical risk model
|
-2018 |
Zhang, Zhimin |
Precise local large deviations for heavy-tailed random sums with applications to risk models
|
-2018 |
Zhang, Qiuying |
Multivariate geometric expectiles
|
-2018 |
Herrmann, Klaus J. |
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
|
-2018 |
Wang, Xing |
An application of two-stage quantile regression to insurance ratemaking
|
-2018 |
Heras, Antonio |
Credibility pseudo-estimators
|
-2018 |
Rosenlund, Stig |
Valuatin of an early exercise defined benefit underpin hybrid pension
|
-2018 |
Zhu, Xiaobai |
Linking dividends and capital injections : a probabilistic approach
|
-2018 |
Albrecher, Hansjörg |
Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
|
-2018 |
Li, Danping |
The real risk in pension forecasting
|
-2018 |
Slipsager, Søren Kærgaard |
A note on optimal expected utility of dividend payments with proportional reinsurance
|
-2018 |
Liang, Xiaoqing |
Conditional risk measures in a bipartite market structure
|
-2018 |
Kley, Oliver |
Separation of small and large claims on the basis of collective models
|
2018 |
Gütschow, Tobias |
Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model
|
-2018 |
Miziuła, Patryk |
Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty
|
-2018 |
Alonso-García, Jennifer |