Found 14 Documents (Results 1–14)
Compound binomial risk model in a Markovian environment. (English) Zbl 1079.91049
MSC:
91B30
Fuzzy logic in insurance. (English) Zbl 1093.91028
MSC:
91B30
03B52
Pricing rate of return guarantees in regular premium unit linked insurance. (English) Zbl 1103.91049
MSC:
91B30
91B28
Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables. (English) Zbl 1056.91037
Optimal investment choices post-retirement in a defined contribution pension scheme. (English) Zbl 1093.91027
Survival models in a dynamic context: a survey. (English) Zbl 1079.91050
MSC:
91B30
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91046
Reviewer: Vangelis Grigoroudis (Chania)
MSC:
91B30
Optimal stopping and American options with discrete dividends and exogenous risk. (English) Zbl 1079.91020
MSC:
91B28
91B30
A ruin model with dependence between claim sizes and claim intervals. (English) Zbl 1079.91048
MSC:
91B30
Dynamic capital allocation with distortion risk measures. (English) Zbl 1103.91316
MSC:
91A12
91B30
A link between wave governed random motions and ruin processes. (English) Zbl 1103.91045
Reviewer: Emilia Di Lorenzo (Napoli)
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