7 results
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
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- Journal:
- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
- Published online by Cambridge University Press:
- 12 September 2022, pp. 849-859
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- September 2022
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Optimal Reinsurance for Variance Related Premium Calculation Principles1
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 97-121
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- May 2010
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On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 1 / May 2004
- Published online by Cambridge University Press:
- 17 April 2015, pp. 75-83
- Print publication:
- May 2004
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Lundberg inequalities for renewal equations
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- Journal:
- Advances in Applied Probability / Volume 33 / Issue 3 / September 2001
- Published online by Cambridge University Press:
- 01 July 2016, pp. 674-689
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- September 2001
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Comparing Risk Adjusted Premiums from the Reinsurance Point of View
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 28 / Issue 2 / November 1998
- Published online by Cambridge University Press:
- 29 August 2014, pp. 221-239
- Print publication:
- November 1998
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Confidence bounds for the adjustment coefficient
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- Journal:
- Advances in Applied Probability / Volume 28 / Issue 3 / September 1996
- Published online by Cambridge University Press:
- 01 July 2016, pp. 802-827
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- September 1996
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Does Markov-Modulation Increase the Risk?
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 25 / Issue 1 / May 1995
- Published online by Cambridge University Press:
- 29 August 2014, pp. 49-66
- Print publication:
- May 1995
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