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Optimal risk sharing for lambda value-at-risk
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- Advances in Applied Probability , First View
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- 29 July 2024, pp. 1-33
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Measuring the suboptimality of dividend controls in a Brownian risk model
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 07 June 2023, pp. 1442-1472
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- December 2023
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How do empirical estimators of popular risk measures impact pro-cyclicality?
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
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- 29 March 2023, pp. 547-579
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Tsallis value-at-risk: generalized entropic value-at-risk
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 29 November 2022, pp. 1-20
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Dispersive orderings induced by differences of inter risk measures
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- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
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- 12 October 2022, pp. 358-365
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- March 2023
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Subexponential potential asymptotics with applications
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- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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- 13 June 2022, pp. 783-807
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- September 2022
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On transform orders for largest claim amounts
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 1064-1085
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- December 2021
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On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 1086-1113
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- December 2021
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Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
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- Advances in Applied Probability / Volume 53 / Issue 4 / December 2021
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- 22 November 2021, pp. 1190-1221
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- December 2021
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Ruin problems for epidemic insurance
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 484-509
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- June 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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Two results on dynamic extensions of deviation measures
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 531-540
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- June 2020
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Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 1244-1268
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- December 2019
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Optimality of refraction strategies for a constrained dividend problem
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- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
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- 03 September 2019, pp. 633-666
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- September 2019
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On the total claim amount for marked Poisson cluster models
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- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
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- 07 August 2019, pp. 541-569
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- June 2019
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First passage problems for upwards skip-free random walks via the scale functions paradigm
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- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
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- 07 August 2019, pp. 408-424
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- June 2019
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On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
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- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1272-1286
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- December 2018
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General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 513-542
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- June 2018
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The distribution of refracted Lévy processes with jumps having rational Laplace transforms
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- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
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- 30 November 2017, pp. 1167-1192
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- December 2017
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On the Parisian ruin of the dual Lévy risk model
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- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
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- 30 November 2017, pp. 1193-1212
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- December 2017
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