| 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 |
| A note on Mossin's theorem for deductible insurance given random initial wealth
|
-2018 |
Hong, Liang |
| Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
|
-2018 |
Bai, Long |
| Ruin probabilities in classical risk models with gamma claims
|
-2018 |
Constantinescu, Corina |
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