Risk processes with dependence and premium adjusted to solvency targets
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Publication:2391937
DOI10.1007/S13385-012-0046-4zbMATH Open1269.91042OpenAlexW1988942986MaRDI QIDQ2391937FDOQ2391937
Authors: Corina Constantinescu, Véronique Maume-Deschamps, Ragnar Norberg 
Publication date: 5 August 2013
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-012-0046-4
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Cites Work
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Cited In (11)
- Bayesian solvency analysis with autocorrelated observations
- Title not available (Why is that?)
- Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model
- An application of risk theory to mortgage lending
- Adjustment coefficient for risk processes in some dependent contexts
- Probabilistic approach to risk processes with level-dependent premium rate
- Adaptive control strategies and dependence of finite time ruin on the premium loading
- The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate
- Risk models with premiums adjusted to claims number
- Premium pricing under a ruin probability with policy deductible or with benefit limit
- Simulation analysis of ruin capital in Sparre Andersen's model of risk
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