Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 14, doi. 10.3390/risks5010014
- By:
- Publication type:
- Article
Works matching IS 22279091 AND DT 2017 AND VI 5 AND IP 1
Results: 19
1
2
n-Dimensional Laplace Transforms of Occupation Times for Spectrally Negative Lévy Processes.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 8, doi. 10.3390/risks5010008
- By:
- Publication type:
- Article
3
Immunization and Hedging of Post Retirement Income Annuity Products.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 19, doi. 10.3390/risks5010019
- By:
- Publication type:
- Article
4
Optimal Time to Enter a Retirement Village.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 20, doi. 10.3390/risks5010020
- By:
- Publication type:
- Article
5
Context Moderates Priming Effects on Financial Risk Taking.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 18, doi. 10.3390/risks5010018
- By:
- Publication type:
- Article
6
Mathematical Analysis of Replication by Cash Flow Matching.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 13, doi. 10.3390/risks5010013
- By:
- Publication type:
- Article
7
The Impact of Changes to the Unemployment Rate on Australian Disability Income Insurance Claim Incidence.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 17, doi. 10.3390/risks5010017
- By:
- Publication type:
- Article
8
Change Point Detection and Estimation of the Two-Sided Jumps of Asset Returns Using a Modified Kalman Filter.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 15, doi. 10.3390/risks5010015
- By:
- Publication type:
- Article
9
Evaluating Extensions to Coherent Mortality Forecasting Models.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 16, doi. 10.3390/risks5010016
- By:
- Publication type:
- Article
10
Change Point Estimation in Panel Data without Boundary Issue.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 7, doi. 10.3390/risks5010007
- By:
- Publication type:
- Article
11
Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 6, doi. 10.3390/risks5010006
- By:
- Publication type:
- Article
12
Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 11, doi. 10.3390/risks5010011
- By:
- Publication type:
- Article
13
A Discussion of a Risk-Sharing Pension Plan.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 12, doi. 10.3390/risks5010012
- By:
- Publication type:
- Article
14
Minimum Protection in DC Funding Pension Plans and Margrabe Options.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 5, doi. 10.3390/risks5010005
- By:
- Publication type:
- Article
15
The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 3, doi. 10.3390/risks5010003
- By:
- Publication type:
- Article
16
Distinguishing Log-Concavity from Heavy Tails.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 10, doi. 10.3390/risks5010010
- By:
- Publication type:
- Article
17
The Shifting Shape of Risk: Endogenous Market Failure for Insurance.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 9, doi. 10.3390/risks5010009
- By:
- Publication type:
- Article
18
On Comparison of Stochastic Reserving Methods with Bootstrapping.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 2, doi. 10.3390/risks5010002
- By:
- Publication type:
- Article
19
Optimal Retention Level for Infinite Time Horizons under MADM.
- Published in:
- Risks, 2017, v. 5, n. 1, p. 1, doi. 10.3390/risks5010001
- By:
- Publication type:
- Article