Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
type: Item
instance of: scholarly article
title: Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
zbMATH Open document ID: 1291.91095
author: Mathieu Boudreault
author: Hélène Cossette
author: É. Marceau
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 86A10
zbMATH DE Number: 6306782
zbMATH Keywords: risk theory
zbMATH Keywords: hurricane risk
zbMATH Keywords: risk measures
zbMATH Keywords: el Niño/Southern Oscillation (ENSO)
zbMATH Keywords: Florida hurricanes
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.11.002
OpenAlex ID: W2003251886
Wikidata QID: Q114185364
cites work: Exponential Behavior in the Presence of Dependence in Risk Theory
cites work: Risk theory in a Markovian environment
cites work: Q3560912
cites work: Dependent Risk Models with Bivariate Phase-Type Distributions
cites work: On a risk model with dependence between interclaim arrivals and claim sizes
cites work: Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
cites work: Modeling Catastrophes and their Impact on Insurance Portfolios
cites work: On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
cites work: A Regime-Switching Model of Long-Term Stock Returns
cites work: On the severity of ruin in a Markov-modulated risk model
cites work: Doubly periodic non-homogeneous Poisson models for hurricane data
cites work: Regime-Switching Periodic Models For Claim Counts
cites work: On the probability of ruin in a Markov-modulated risk model
cites work: On the joint distribution of surplus before and after ruin under a Markovian regime switching model
DOI: 10.1016/J.INSMATHECO.2013.11.002
description: scientific article; zbMATH DE number 6306782