4

Interplay of insurance and financial risks in a stochastic environment

Year:
2019
Language:
english
File:
PDF, 1.63 MB
english, 2019
8

Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Year:
2003
Language:
english
File:
PDF, 135 KB
english, 2003
9

In memoriam Marc Goovaerts

Year:
2018
Language:
english
File:
PDF, 166 KB
english, 2018
10

Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims

Year:
2008
Language:
english
File:
PDF, 1.12 MB
english, 2008
12

The Finite-Time Ruin Probability of the Compound Poisson Model with Constant Interest Force

Year:
2005
Language:
english
File:
PDF, 939 KB
english, 2005
13

Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift

Year:
2003
Language:
english
File:
PDF, 971 KB
english, 2003
22

From light tails to heavy tails through multiplier

Year:
2008
Language:
english
File:
PDF, 353 KB
english, 2008
25

In memoriam Marc Goovaerts

Year:
2018
Language:
english
File:
PDF, 200 KB
english, 2018
27

A Time-Homogeneous Diffusion Model with Tax

Year:
2013
Language:
english
File:
PDF, 128 KB
english, 2013
30

An asymptotic relationship for ruin probabilities under heavy-tailed claims

Year:
2002
Language:
english
File:
PDF, 184 KB
english, 2002
32

The overshoot of a random walk with negative drift

Year:
2007
Language:
english
File:
PDF, 157 KB
english, 2007
33

Sums of Dependent Nonnegative Random Variables with Subexponential Tails

Year:
2008
Language:
english
File:
PDF, 686 KB
english, 2008
34

The finite-time ruin probability of the compound Poisson model with constant interest force

Year:
2005
Language:
english
File:
PDF, 132 KB
english, 2005
37

On Convolution Equivalence with Applications

Year:
2006
Language:
english
File:
PDF, 910 KB
english, 2006
38

Precise large deviations for the prospective-loss process

Year:
2003
Language:
english
File:
PDF, 113 KB
english, 2003
39

Robust Actuarial Risk Analysis

Year:
2019
Language:
english
File:
PDF, 2.11 MB
english, 2019
40

NOTES ON ERDÖS’ CONJECTURE

Year:
2000
Language:
english
File:
PDF, 528 KB
english, 2000
46

A large deviation result for aggregate claims with dependent claim occurrences

Year:
2005
Language:
english
File:
PDF, 130 KB
english, 2005
48

The subexponentiality of products revisited

Year:
2006
Language:
english
File:
PDF, 298 KB
english, 2006