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Up a levelNumber of items: 13.
A
| Alai, Daniel H., Landsman, Zinoviy, Sherris, Michael (2013) Lifetime Dependence Modelling using a Truncated Multivariate Gamma Distribution. Insurance: Mathematics and Economics, 52 (3). pp. 542-549. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2013.03.011) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:38167) |
| Alai, Daniel H., Landsman, Zinoviy, Sherris, Michael (2016) Modelling lifetime dependence for older ages using a multivariate Pareto distribution. Insurance: Mathematics and Economics, 70 . pp. 272-285. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2016.06.016) (KAR id:56315) |
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| Albrecher, Hansjoerg, Constantinescu, Corina, Pirsic, Gottlieb, Regensburger, Georg, Rosenkranz, Markus (2010) An algebraic operator approach to the analysis of Gerber-Shiu functions. Insurance: Mathematics and Economics, 46 (1). pp. 42-51. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2009.02.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:29601) |
| Alai, Daniel H., Landsman, Zinoviy, Sherris, Michael (2015) A multivariate Tweedie lifetime model: Censoring and truncation. Insurance: Mathematics and Economics, 64 . pp. 203-213. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2015.05.011) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:48716) |
C
| Chatterjee, Indradeb, Hao, MingJie, Tapadar, Pradip, Thomas, R. Guy (2024) Can price collars increase insurance loss coverage? Insurance: Mathematics and Economics, 116 (2024). pp. 74-94. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2024.02.003) (KAR id:100161) |
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| Cheung, Ka Chun, Yam, Sheung Chi Phillip, Yuen, Fei Lung, Zhang, Yiying (2020) Concave distortion risk minimizing reinsurance design under adverse selection. Insurance: Mathematics and Economics, 91 . pp. 155-165. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2020.02.001) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97131) |
| Chatterjee, Indradeb, Macdonald, Angus S., Tapadar, Pradip, Thomas, R. Guy (2021) When is utilitarian welfare higher under insurance risk pooling? Insurance: Mathematics and Economics, 101 (B). pp. 289-301. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2021.08.006) (KAR id:88286) |
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| Cantia, Catalin, Tunaru, Radu (2016) A factor model for joint default probabilities, pricing of CDS, index swaps and index tranches. Insurance: Mathematics and Economics, 72 . pp. 21-35. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2016.10.004) (KAR id:57915) |
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| Hao, MingJie, Macdonald, Angus S., Tapadar, Pradip, Thomas, R. Guy (2018) Insurance loss coverage and demand elasticities. Insurance: Mathematics and Economics, 79 . pp. 15-25. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2017.12.002) (KAR id:59795) |
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| Kume, Alfred, Hashorva, Enkelejd (2012) Calculation of Bayes Premium for Conditional Elliptical Risks. Insurance: Mathematics and Economics, 51 (3). pp. 632-635. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2012.09.004) (KAR id:31517) |
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| Leccadito, Arturo, Paletta, Tommaso, Tunaru, Radu (2016) Pricing and Hedging Basket Options with Exact Moment Matching. Insurance: Mathematics and Economics, 69 . pp. 59-69. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2016.03.013) (KAR id:55064) |
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| Yuen, Fei Lung, Lee, Wing Yan, Fung, Derrick W. H. (2020) A Cyclic Approach on Classical Ruin Model. Insurance: Mathematics and Economics, 91 . pp. 104-110. ISSN 0167-6687. (doi:10.1016/j.insmatheco.2020.01.005) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:97130) |
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| Zhuang, S.C., Weng, C., Tan, K.S., Assa, H. (2016) Marginal Indemnification Function formulation for optimal reinsurance. Insurance: Mathematics and Economics, 67 . pp. 65-76. (doi:10.1016/j.insmatheco.2015.12.003) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:87571) |
