6 results
On a generalization of the Rényi–Srivastava characterization of the Poisson law
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- Journal:
- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 68-82
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- March 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
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- 16 July 2020, pp. 513-530
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- June 2020
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BAYESIAN ANALYSIS OF RESERVING MODELS AND APPLICATIONS
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 94 / Issue 2 / October 2016
- Published online by Cambridge University Press:
- 25 July 2016, pp. 343-344
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- October 2016
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Continuous affine processes: transformations, Markov chains and life insurance
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- Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
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- 10 June 2016, pp. 423-442
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- June 2016
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Stochastic Monotonicity and Duality of kth Order with Application to Put-Call Symmetry of Powered Options
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
- Published online by Cambridge University Press:
- 30 January 2018, pp. 82-101
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- March 2015
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On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
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- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 293-296
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- March 2014
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