The following pages link to Emilia Di Lorenzo (Q591248):
Displayed 50 items.
- Gerber-Shiu risk theory (Q371443) (← links)
- Robustness for path-dependent volatility models (Q377786) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Uniform asymptotics of the finite-time ruin probability for all times (Q408271) (← links)
- Risk models with stochastic premium and ruin probability estimation (Q487109) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times (Q609205) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums (Q656445) (← links)
- (Q689565) (redirect page) (← links)
- Asymptotic ordering of risks and ruin probabilities (Q689566) (← links)
- A link between wave governed random motions and ruin processes (Q704404) (← links)
- Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data (Q784458) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- Dynamic costly state verification (Q813234) (← links)
- ``Honor thy father and thy mother'' or not: uncertain family aid and the design of social long term care insurance (Q826628) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Bivariate recursive equations on excess-of-loss reinsurance (Q884920) (← links)
- A note on Linnik's distribution (Q912465) (← links)
- Preferences over location-scale family (Q943343) (← links)
- On a risk model with stochastic premiums income and dependence between income and loss (Q964929) (← links)
- On a discrete risk model with two-sided jumps (Q966097) (← links)
- High risk scenarios and extremes. A geometric approach (Q996105) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- Fourier inversion for multidimensional characteristic functions (Q1209215) (← links)
- Comparison of ruin probability estimates in the presence of heavy tails (Q1291194) (← links)
- The Cramér condition is necessary and sufficient for asymptotically exponential decrease of ruin probability (Q1291202) (← links)
- On the first crossing of the surplus process with a given upper barrier (Q1333591) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- Stochastic modeling in economics and finance. (Q1396167) (← links)
- On the worst conditional expectation. (Q1413175) (← links)
- Ruin probabilities for time-correlated claims in the compound binomial model. (Q1413282) (← links)
- On the expected discounted penalty function at ruin of a surplus process with interest. (Q1413325) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384) (← links)
- Mathematical tools for hazard function analysis. (Q1427259) (← links)
- The probability of ruin in finite time (Q1589832) (← links)
- A multivariate claim count model for applications in insurance (Q1650061) (← links)
- De-risking strategy: longevity spread buy-in (Q1742716) (← links)
- Recursive estimation of the claim rates and sizes in an insurance model (Q1769359) (← links)
- Limiting behavior of certain mixtures of distributions (Q1813320) (← links)
- Measuring operational risk using a mean scaled individual risk model (Q1826792) (← links)
- Efficient hedging with coherent risk measure (Q1827093) (← links)
- Information design in competitive insurance markets (Q1995307) (← links)
- The ruin time under the Sparre Andersen dual model (Q2015470) (← links)
- Constructing dynamic life tables with a single-factor model (Q2026541) (← links)
- Ruin probability in models with stochastic premiums (Q2027878) (← links)
- An application of sigmoid and double-sigmoid functions for dynamic policyholder behaviour (Q2044797) (← links)
- Reverse mortgages through artificial intelligence: new opportunities for the actuaries (Q2044799) (← links)