The following pages link to (Q3511290):
Displaying 50 items.
- An optimal co-reinsurance strategy (Q343986) (← links)
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- Managing longevity and disability risks in life annuities with long term care (Q414606) (← links)
- Pricing general insurance in a reactive and competitive market (Q654742) (← links)
- Minimum standards for investment performance: a new perspective on non-life insurer solvency (Q659102) (← links)
- Optimal insurance in the presence of insurer's loss limit (Q659226) (← links)
- Doubly periodic non-homogeneous Poisson models for hurricane data (Q713630) (← links)
- Risk analysis under progressive type II censoring with binomial claim numbers (Q732104) (← links)
- Annual intrinsic value of a company in a competitive insurance market (Q743172) (← links)
- The IASB insurance project for life insurance contracts: Impact on reserving methods and solvency requirements (Q860507) (← links)
- Optimal strategies for pricing general insurance (Q865606) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
- Extending the volatility concept to point processes (Q928893) (← links)
- Pricing general insurance with constraints (Q995515) (← links)
- Confidence intervals for limited moments and truncated moments in normal and lognormal models (Q1003799) (← links)
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples (Q1020650) (← links)
- Computing the mean and the variance of the cedent's share for largest claims reinsurance covers (Q1023118) (← links)
- Semi-parametric specification tests for mixing distributions (Q1023613) (← links)
- Optimal pension funding through dynamic simulations: The case of Taiwan public employees retirement system (Q1302124) (← links)
- Bayesian analysis of compound loss distributions (Q1362061) (← links)
- Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280) (← links)
- Ruin theory in a financial corporation model with credit risk. (Q1413343) (← links)
- Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
- Pension funding incorporating downside risks. (Q1413391) (← links)
- Of happy and hapless regulators: the asymptotics of ruin. (Q1413401) (← links)
- Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (Q1423368) (← links)
- A system approach to management of catastrophic risks. (Q1582218) (← links)
- On the ruin probabilities in a general economic environment (Q1613645) (← links)
- Noncooperative dynamic games for general insurance markets (Q1697229) (← links)
- Three environmental probabilistic risk problems (Q1764310) (← links)
- Fisher information matrix for the Feller-Pareto distribution (Q1871267) (← links)
- Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
- A counting process approach to stochastic interest (Q1905000) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Ruin probabilities for risk models with constant interest (Q2100678) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- Optimal risk-sharing across a network of insurance companies (Q2212158) (← links)
- Systems simulation analysis and optimization of insurance business (Q2263261) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
- Hierarchical Bayesian collective risk model: an application to health insurance (Q2485538) (← links)
- The generalized Charlier series distribution as a distribution with two-step recursion (Q2489855) (← links)
- Enhancing insurer value through reinsurance optimization (Q2499829) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Hierarchical structures in the aggregation of premium risk for insurance underwriting (Q2866286) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
- A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING (Q3067161) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
