Liu, Guoqing; Li, Wenbo V. Variance bounds for functions of unimodal random variable. (English) Zbl 07710565 Commun. Stat., Theory Methods 52, No. 14, 4765-4772 (2023). MSC: 60C05 65K10 49M29 PDFBibTeX XMLCite \textit{G. Liu} and \textit{W. V. Li}, Commun. Stat., Theory Methods 52, No. 14, 4765--4772 (2023; Zbl 07710565) Full Text: DOI
Mijatović, Aleksandar; Vidmar, Matija; Jacka, Saul Markov chain approximations to scale functions of Lévy processes. (English) Zbl 1328.60120 Stochastic Processes Appl. 125, No. 10, 3932-3957 (2015). MSC: 60G51 60J25 65C99 PDFBibTeX XMLCite \textit{A. Mijatović} et al., Stochastic Processes Appl. 125, No. 10, 3932--3957 (2015; Zbl 1328.60120) Full Text: DOI arXiv Link
Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella Computing survival probabilities based on stochastic differential models. (English) Zbl 1310.65008 J. Comput. Appl. Math. 277, 127-137 (2015). MSC: 65C30 60H30 91B30 92D25 PDFBibTeX XMLCite \textit{A. Andreoli} et al., J. Comput. Appl. Math. 277, 127--137 (2015; Zbl 1310.65008) Full Text: DOI
Furman, Edward; Zitikis, Ričardas Weighted risk capital allocations. (English) Zbl 1189.62163 Insur. Math. Econ. 43, No. 2, 263-269 (2008). MSC: 62P05 65C60 91B30 PDFBibTeX XMLCite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 43, No. 2, 263--269 (2008; Zbl 1189.62163) Full Text: DOI
Kremer, Erhard Estimating the loading of the largest claims covers. (English) Zbl 1074.62066 Nonlinear Anal., Real World Appl. 5, No. 4, 711-723 (2004). MSC: 62P05 91B30 65C05 PDFBibTeX XMLCite \textit{E. Kremer}, Nonlinear Anal., Real World Appl. 5, No. 4, 711--723 (2004; Zbl 1074.62066) Full Text: DOI
Cardoso, Rui M. R.; Waters, Howard R. Recursive calculation of finite time ruin probabilities under interest force. (English) Zbl 1103.60314 Insur. Math. Econ. 33, No. 3, 659-676 (2003). MSC: 60J10 60G55 65C50 91B30 PDFBibTeX XMLCite \textit{R. M. R. Cardoso} and \textit{H. R. Waters}, Insur. Math. Econ. 33, No. 3, 659--676 (2003; Zbl 1103.60314) Full Text: DOI
Cai, Jun; Garrido, José Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. (English) Zbl 0922.62108 Scand. Actuarial J. 1999, No. 1, 80-92 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 91B30 60E15 65C99 60K20 PDFBibTeX XMLCite \textit{J. Cai} and \textit{J. Garrido}, Scand. Actuarial J. 1999, No. 1, 80--92 (1999; Zbl 0922.62108) Full Text: DOI
Usábel, Miguel A. Applications to risk theory of a Monte Carlo multiple integration method. (English) Zbl 1115.62357 Insur. Math. Econ. 23, No. 1, 71-83 (1998). MSC: 62P05 65C05 91B30 PDFBibTeX XMLCite \textit{M. A. Usábel}, Insur. Math. Econ. 23, No. 1, 71--83 (1998; Zbl 1115.62357) Full Text: DOI
De Vylder, F.; Goovaerts, M.; Marceau, E. The solution of Schmitter’s simple problem: Numerical illustration. (English) Zbl 0906.62108 Insur. Math. Econ. 20, No. 1, 43-58 (1997). MSC: 62P05 65C99 91B30 PDFBibTeX XMLCite \textit{F. De Vylder} et al., Insur. Math. Econ. 20, No. 1, 43--58 (1997; Zbl 0906.62108) Full Text: DOI
Hürlimann, Werner Best bounds for expected financial payoffs. II: Applications. (English) Zbl 0887.65150 J. Comput. Appl. Math. 82, No. 1-2, 213-227 (1997). Reviewer: G.S.Stavrakakis (Chania) MSC: 65C99 62P05 91G60 PDFBibTeX XMLCite \textit{W. Hürlimann}, J. Comput. Appl. Math. 82, No. 1--2, 213--227 (1997; Zbl 0887.65150) Full Text: DOI
Hürlimann, Werner Best bounds for expected financial payoffs. I: Algorithmic evaluation. (English) Zbl 0887.65149 J. Comput. Appl. Math. 82, No. 1-2, 199-212 (1997). Reviewer: G.S.Stavrakakis (Chania) MSC: 65C99 62P05 91G60 PDFBibTeX XMLCite \textit{W. Hürlimann}, J. Comput. Appl. Math. 82, No. 1--2, 199--212 (1997; Zbl 0887.65149) Full Text: DOI
Di Lorenzo, Emilia; Tessitore, Gerarda Approximate solutions of severity of ruin. (English) Zbl 0860.62078 Bl., Dtsch. Ges. Versicherungsmath. 22, No. 4, 705-709 (1996). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{E. Di Lorenzo} and \textit{G. Tessitore}, Bl., Dtsch. Ges. Versicherungsmath. 22, No. 4, 705--709 (1996; Zbl 0860.62078) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. A note on the solution of practical ruin problems. (English) Zbl 0818.62094 Insur. Math. Econ. 15, No. 2-3, 181-186 (1994). MSC: 62P05 91B30 65C99 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 15, No. 2--3, 181--186 (1994; Zbl 0818.62094) Full Text: DOI
Hesselager, Ole Extensions of Ohlin’s lemma with applications to optimal reinsurance structures. (English) Zbl 0795.62093 Insur. Math. Econ. 13, No. 1, 83-97 (1993). Reviewer: W.R.Heilmann (Karlsruhe) MSC: 62P05 91B30 65K99 PDFBibTeX XMLCite \textit{O. Hesselager}, Insur. Math. Econ. 13, No. 1, 83--97 (1993; Zbl 0795.62093) Full Text: DOI
Kremer, Erhard On the numerical evaluation of the ultimate ruin probability. (English) Zbl 0685.62088 Bl., Dtsch. Ges. Versicherungsmath. 19, No. 1, 19-28 (1989). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 19, No. 1, 19--28 (1989; Zbl 0685.62088) Full Text: DOI
Kaas, R.; Goovaerts, M. J. A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints. (English) Zbl 0633.65150 J. Comput. Appl. Math. 20, 289-297 (1987). Reviewer: W.Uhlmann MSC: 65C99 65R10 62P05 44A60 62E99 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{M. J. Goovaerts}, J. Comput. Appl. Math. 20, 289--297 (1987; Zbl 0633.65150) Full Text: DOI
de Vylder, F. Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. (English) Zbl 0519.90066 Insur. Math. Econ. 2, 139-145 (1983). MSC: 90C25 65C99 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 139--145 (1983; Zbl 0519.90066) Full Text: DOI
Wikstad, Nils A numerical comment on an upper bound for ruin probabilities. (English) Zbl 0507.62090 Scand. Actuarial J. 1983, 46 (1983). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{N. Wikstad}, Scand. Actuarial J. 1983, 46 (1983; Zbl 0507.62090) Full Text: DOI
de Vylder, F. Maximization, under equality constraints, of a functional of a probability distribution. (English) Zbl 0501.90071 Insur. Math. Econ. 2, 1-16 (1983). MSC: 90C15 65C99 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 1--16 (1983; Zbl 0501.90071) Full Text: DOI