Found 19 Documents (Results 1–19)
Insurance choice under third degree stochastic dominance. (English) Zbl 1417.91264
MSC:
91B30
60E15
Discounted penalty function at Parisian ruin for Lévy insurance risk process. (English) Zbl 1417.91278
MSC:
91B30
60G51
Bayesian credibility for GLMs. (English) Zbl 1406.62127
The average risk sharing problem under risk measure and expected utility theory. (English) Zbl 1417.91279
MSC:
91B30
91B16
Allowing for time and cross dependence assumptions between claim counts in ratemaking models. (English) Zbl 1417.91262
MSC:
91B30
62P05
Time-consistent proportional reinsurance and investment strategies under ambiguous environment. (English) Zbl 1417.91269
MSC:
91B30
91G10
The role of heterogeneous parameters for the detection of selection in insurance contracts. (English) Zbl 1417.91276
MSC:
91B30
62P05
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities. (English) Zbl 1417.91274
MSC:
91B30
The dual risk model with dividends taken at arrival. (English) Zbl 1417.91263
MSC:
91B30
44A10
A stochastic order for the analysis of investments affected by the time value of money. (English) Zbl 1417.91466
Extreme quantile estimation for \(\beta\)-mixing time series and applications. (English) Zbl 1406.62092
Dividends: from refracting to ratcheting. (English) Zbl 1417.91260
MSC:
91B30
60G51
Does hunger for bonuses drive the dependence between claim frequency and severity? (English) Zbl 1417.91281
MSC:
91B30
62P05
Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018). (English) Zbl 1417.91282
MSC:
91B30
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