14 results
TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 2 / May 2021
- Published online by Cambridge University Press:
- 01 February 2021, pp. 509-538
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- May 2021
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Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
- Published online by Cambridge University Press:
- 16 July 2020, pp. 513-530
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- June 2020
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ON MARINE LIABILITY PORTFOLIO MODELING
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 13 December 2019, pp. 61-93
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- January 2020
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Inhomogeneous phase-type distributions and heavy tails
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 1044-1064
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- December 2019
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Optimal dividend strategies for two collaborating insurance companies
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- Journal:
- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
- Published online by Cambridge University Press:
- 26 June 2017, pp. 515-548
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- June 2017
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A QUEUEING MODEL WITH RANDOMIZED DEPLETION OF INVENTORY
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 31 / Issue 1 / January 2017
- Published online by Cambridge University Press:
- 13 September 2016, pp. 43-59
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Exact boundaries in sequential testing for phase-type distributions
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 347-358
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- December 2014
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On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
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- 30 January 2018, pp. 293-296
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- March 2014
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FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 43 / Issue 2 / May 2013
- Published online by Cambridge University Press:
- 18 June 2013, pp. 213-243
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- May 2013
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Randomized Observation Periods for the Compound Poisson Risk Model: Dividends
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
- Published online by Cambridge University Press:
- 09 August 2013, pp. 645-672
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- November 2011
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Ruin excursions, the G/G/∞ queue, and tax payments in renewal risk models
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- Journal of Applied Probability / Volume 48 / Issue A / August 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 3-14
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- August 2011
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A Lévy Insurance Risk Process with Tax
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 363-375
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- June 2008
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On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model*
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 37 / Issue 2 / November 2007
- Published online by Cambridge University Press:
- 17 April 2015, pp. 203-233
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- November 2007
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Exponential Behavior in the Presence of Dependence in Risk Theory
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- Journal:
- Journal of Applied Probability / Volume 43 / Issue 1 / March 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 257-273
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- March 2006
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