Fundraising September 15, 2024 – October 1, 2024 About fundraising
5

Interplay of insurance and financial risks in a stochastic environment

Year:
2019
Language:
english
File:
PDF, 1.63 MB
english, 2019
10

From light tails to heavy tails through multiplier

Year:
2008
Language:
english
File:
PDF, 353 KB
english, 2008
12

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

Year:
2003
Language:
english
File:
PDF, 135 KB
english, 2003
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
16

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

Year:
2005
Language:
english
File:
PDF, 939 KB
english, 2005
19

In memoriam Marc Goovaerts

Year:
2018
Language:
english
File:
PDF, 166 KB
english, 2018
23

Some new classes of consistent risk measures

Year:
2004
Language:
english
File:
PDF, 122 KB
english, 2004
24

A large deviation result for aggregate claims with dependent claim occurrences

Year:
2005
Language:
english
File:
PDF, 130 KB
english, 2005
25

On the ruin probabilities of a bidimensional perturbed risk model

Year:
2007
Language:
english
File:
PDF, 265 KB
english, 2007
27

Characterization of upper comonotonicity via tail convex order

Year:
2011
Language:
english
File:
PDF, 248 KB
english, 2011
30

A note on max-sum equivalence

Year:
2010
Language:
english
File:
PDF, 190 KB
english, 2010
31

Large deviations for heavy-tailed random sums in compound renewal model

Year:
2001
Language:
english
File:
PDF, 104 KB
english, 2001
35

A contribution to large deviations for heavy-tailed random sums

Year:
2001
Language:
english
File:
PDF, 305 KB
english, 2001
36

Ruin Probabilities for Large Claims in Delayed Renewal Risk Model

Year:
2002
Language:
english
File:
PDF, 89 KB
english, 2002
37

The subexponentiality of products revisited

Year:
2006
Language:
english
File:
PDF, 298 KB
english, 2006
38

Heavy tails of a Lévy process and its maximum over a random time interval

Year:
2011
Language:
english
File:
PDF, 216 KB
english, 2011
40

Asymptotics of random contractions

Year:
2010
Language:
english
File:
PDF, 307 KB
english, 2010
42

The overshoot of a random walk with negative drift

Year:
2007
Language:
english
File:
PDF, 157 KB
english, 2007
43

An asymptotic relationship for ruin probabilities under heavy-tailed claims

Year:
2002
Language:
english
File:
PDF, 184 KB
english, 2002
44

On the Haezendonck–Goovaerts risk measure for extreme risks

Year:
2012
Language:
english
File:
PDF, 541 KB
english, 2012
45

Reducing risk by merging counter-monotonic risks

Year:
2014
Language:
english
File:
PDF, 420 KB
english, 2014
46

Weighted Sums of Subexponential Random Variables and Their Maxima

Year:
2005
Language:
english
File:
PDF, 998 KB
english, 2005