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Bounds on the value-at-risk for the sum of possibly dependent risks JOURNAL ARTICLE published August 2005 in Insurance: Mathematics and Economics |
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Occupation measure and local time of classical risk processes JOURNAL ARTICLE published December 2005 in Insurance: Mathematics and Economics |
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Some asymptotic results for sums of dependent random variables, with actuarial applications JOURNAL ARTICLE published October 2005 in Insurance: Mathematics and Economics |
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On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times JOURNAL ARTICLE published October 2005 in Insurance: Mathematics and Economics |
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The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process JOURNAL ARTICLE published December 2005 in Insurance: Mathematics and Economics |
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Environmental Hazards and Rating Urban Core Properties JOURNAL ARTICLE published September 1970 in The Journal of Risk and Insurance |
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On an asymptotic rule JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics |
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Positivity properties of the ARFIMA JOURNAL ARTICLE published November 2020 in Insurance: Mathematics and Economics |
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Managing Pension Obligations in Volatile and Demanding Environments JOURNAL ARTICLE published January 2005 in The Geneva Papers on Risk and Insurance - Issues and Practice |
![Cite](javascript:showCiteBox("10.1016/j.insmatheco.2013.09.020", "On an asymptotic rule <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si14.gif" display="inline" overflow="scroll"><mml:mi>A</mml:mi><mml:mo>+</mml:mo><mml:mi>B</mml:mi><mml:mo>/</mml:mo><mml:mi>u</mml:mi></mml:math> for ultimate ruin probabilities under dependence by mixing");){kind=link}
![Cite](javascript:showCiteBox("10.1016/j.insmatheco.2020.10.001", "Positivity properties of the ARFIMA<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e246" altimg="si275.svg"><mml:mrow><mml:mo>(</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mi>d</mml:mi><mml:mo>,</mml:mo><mml:mn>0</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math> specifications and credibility analysis of frequency risks");){kind=link}