Survival probabilities in bivariate risk models, with application to reinsurance
From MaRDI portal
(Redirected from Publication:2015629)
Recommendations
- Multirisks model and finite-time ruin probabilities
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
- On the first time of ruin in the bivariate compound Poisson model
- A particular bidimensional time-dependent renewal risk model with constant interest rates
- Survival probability of a dependent setting two-type risk
Cites work
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 47356 (Why is no real title available?)
- A finite-time ruin probability formula for continuous claim severities
- A new look at the homogeneous risk model
- A nonhomogeneous risk model for insurance
- A review of discrete-time risk models
- A two-dimensional ruin problem on the positive quadrant
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models
- Error bounds in approximations of random sums using gamma-type operators
- Excess of loss reinsurance under joint survival optimality
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities
- First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
- Homogeneous risk models with equalized claim amounts
- How to (and how not to) compute stop-loss premiums in practice
- Multirisks model and finite-time ruin probabilities
- On the ruin probabilities of a bidimensional perturbed risk model
- Optimal joint survival reinsurance: an efficient frontier approach
- Optimal reinsurance
- Polynomial structures in order statistics distributions
- Pricing Excess of Loss Reinsurance with Reinstatements
- Problèmes de ruine en théorie du risque à temps discret avec horizon fini
- Recursive methods for a multi-dimensional risk process with common shocks
- Reinsurance and ruin
- Ruin probabilities
- Ruin probabilities in Cox risk models with two dependent classes of business
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy
- Ruin problems for a discrete time risk model with non-homogeneous conditions
- Some results on ruin probabilities in a two-dimensional risk model.
- Supermodular comparison of time-to-ruin random vectors
- The probability of ruin in finite time with discrete claim size distribution
- Two-Sided Bounds for the Finite Time Probability of Ruin
Cited in
(11)- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
- A bivariate risk model with mutual deficit coverage
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
- Aggregate survival probability of a portfolio with dependent subportfolios.
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
- Real options maximizing survival probability under incomplete markets
- Optimal reinsurance via Dirac-Feynman approach
- Optimal control and sensitivity analysis for two risk models
- Polynomial approximations for bivariate aggregate claims amount probability distributions
- 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
This page was built for publication: Survival probabilities in bivariate risk models, with application to reinsurance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2015629)
