Survival probabilities in bivariate risk models, with application to reinsurance
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Publication:2015629
DOI10.1016/J.INSMATHECO.2013.09.001zbMATH Open1290.91077OpenAlexW1982299403MaRDI QIDQ2015629FDOQ2015629
Authors: Anna Castañer, M. Mercè Claramunt, Claude Lefèvre 
Publication date: 23 June 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2445/102782
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Cited In (11)
- Optimal reinsurance via Dirac-Feynman approach
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
- Optimal control and sensitivity analysis for two risk models
- Real options maximizing survival probability under incomplete markets
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
- A bivariate risk model with mutual deficit coverage
- Aggregate survival probability of a portfolio with dependent subportfolios.
- The survival probability of the SABR model: asymptotics and application
- Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation
- Polynomial approximations for bivariate aggregate claims amount probability distributions
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