3

Modelling of extremal events in insurance and finance

Year:
1994
Language:
english
File:
PDF, 1.37 MB
english, 1994
5

On the Gerber–Shiu function and change of measure

Year:
2010
Language:
english
File:
PDF, 1.70 MB
english, 2010
6

[Springer Actuarial] Risk Theory ||

Year:
2017
Language:
english
File:
PDF, 2.36 MB
english, 2017
14

Two curious integrals and a graphic proof

Year:
2014
Language:
english
File:
PDF, 296 KB
english, 2014
20

Lundberg Inequalities for a Cox Model with a Piecewise Constant Intensity

Year:
1996
Language:
english
File:
PDF, 1.34 MB
english, 1996
24

On capital injections and dividends with tax in a diffusion approximation

Year:
2016
Language:
english
File:
PDF, 1.03 MB
english, 2016
27

Theory and Practice: thinking styles in engineering and science

Year:
2001
Language:
english
File:
PDF, 1.03 MB
english, 2001
30

Compound Sums and Subexponentiality

Year:
1999
Language:
english
File:
PDF, 1.04 MB
english, 1999
34

Finite-time Lundberg inequalities in the Cox case

Year:
1993
Language:
english
File:
PDF, 1.05 MB
english, 1993
35

On the Distribution of the Surplus Prior and at Ruin

Year:
1999
Language:
english
File:
PDF, 749 KB
english, 1999
37

Guest Editorial

Year:
2005
Language:
english
File:
PDF, 94 KB
english, 2005
39

On Minimizing the Ruin Probability by Investment and Reinsurance

Year:
2002
Language:
english
File:
PDF, 349 KB
english, 2002
40

Estimation of the Lundberg coefficient for a Markov modulated risk model

Year:
1997
Language:
english
File:
PDF, 496 KB
english, 1997
45

On capital injections and dividends with tax in a classical risk model

Year:
2016
Language:
english
File:
PDF, 306 KB
english, 2016
47

Extended Gerber–Shiu functions in a risk model with interest

Year:
2015
Language:
english
File:
PDF, 241 KB
english, 2015
49

Optimal reinsurance and investment in a diffusion model

Year:
2019
Language:
english
File:
PDF, 1.02 MB
english, 2019