Pages that link to "Item:Q1205677"
From MaRDI portal
The following pages link to A stochastic approach to insurance cycles (Q1205677):
Displaying 14 items.
- Solvency capital estimation, reserving cycle and ultimate risk (Q320289) (← links)
- An uncertain alternating renewal insurance risk model (Q782263) (← links)
- Stochastic processes defined from a Lagrangian (Q1199965) (← links)
- Interest randomness in annuities certain (Q1209481) (← links)
- The Laplace transform of annuities certain with exponential time distribution (Q1209483) (← links)
- Remarks on the methodology introduced by Goovaerts et al (Q1209484) (← links)
- Equitable solvent controls in a multi-period game model of risk (Q2447414) (← links)
- Insurance Considering a New Stochastic Model for the Discount Factor (Q2703234) (← links)
- Boundary crossing result for the brownian motion (Q3141120) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian (Q4320527) (← links)
- Using directional bit sequences to reveal the property-liability underwriting cycle as an algorithmic process (Q4586455) (← links)
- Time Series Data Mining with an Application to the Measurement of Underwriting Cycles (Q5241947) (← links)
- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
