Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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Potential measures for spectrally negative Markov additive processes with applications in ruin theoryFeng, Runhuan ; Shimizu, YasutakaInsurance, mathematics & economics, 2014-11, Vol.59, p.11-26 [Periódico revisado por pares]Amsterdam: Elsevier Sequoia S.ATexto completo disponível |
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2 |
Material Type: Artigo
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Approximation of ruin probabilities via Erlangized scale mixturesPeralta, Oscar ; Rojas-Nandayapa, Leonardo ; Xie, Wangyue ; Yao, HuiInsurance, mathematics & economics, 2018-01, Vol.78, p.136-156 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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3 |
Material Type: Artigo
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Empirically assessing and modeling spillover effects from operational risk events in the insurance industryEckert, Christian ; Gatzert, Nadine ; Heidinger, DinahInsurance, mathematics & economics, 2020-07, Vol.93, p.72-83 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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4 |
Material Type: Artigo
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observationZhang, Zhimin ; Yang, HailiangInsurance, mathematics & economics, 2014-11, Vol.59, p.168-177 [Periódico revisado por pares]Amsterdam: Elsevier Sequoia S.ATexto completo disponível |
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5 |
Material Type: Artigo
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A risk model with varying premiums: Its risk management implicationsLi, Shu ; Landriault, David ; Lemieux, ChristianeInsurance, mathematics & economics, 2015-01, Vol.60, p.38-46 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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6 |
Material Type: Artigo
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Simulation analysis of ruin capital in Sparre Andersen’s model of riskMalinovskii, Vsevolod K ; Kosova, Ksenia OInsurance, mathematics & economics, 2014-11, Vol.59, p.184-193 [Periódico revisado por pares]Amsterdam: Elsevier Sequoia S.ATexto completo disponível |
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7 |
Material Type: Artigo
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The finite-time ruin probability with heavy-tailed and dependent insurance and financial risksSun, Ying ; Wei, LiInsurance, mathematics & economics, 2014-11, Vol.59, p.178-183 [Periódico revisado por pares]Amsterdam: Elsevier Sequoia S.ATexto completo disponível |
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8 |
Material Type: Artigo
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Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus modelDenuit, Michel ; Robert, Christian Y.Insurance, mathematics & economics, 2023-09, Vol.112, p.23-32 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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9 |
Material Type: Artigo
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Occupation times in the MAP risk modelLandriault, David ; Shi, TianxiangInsurance, mathematics & economics, 2015-01, Vol.60, p.75-82 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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10 |
Material Type: Artigo
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Archimedean copulas derived from utility functionsSpreeuw, JaapInsurance, mathematics & economics, 2014-11, Vol.59, p.235-242 [Periódico revisado por pares]Amsterdam: Elsevier Sequoia S.ATexto completo disponível |