Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 PDFBibTeX XMLCite \textit{L. Ji} et al., Insur. Math. Econ. 99, 282--293 (2021; Zbl 1467.91142) Full Text: DOI Link
Liu, Qing; Peng, Liang; Wang, Xing Haezendonck-Goovaerts risk measure with a heavy tailed loss. (English) Zbl 1395.91256 Insur. Math. Econ. 76, 28-47 (2017). MSC: 91B30 62G32 62P05 PDFBibTeX XMLCite \textit{Q. Liu} et al., Insur. Math. Econ. 76, 28--47 (2017; Zbl 1395.91256) Full Text: DOI
Ling, Chengxiu; Peng, Zuoxiang Tail asymptotics of generalized deflated risks with insurance applications. (English) Zbl 1371.91102 Insur. Math. Econ. 71, 220-231 (2016). MSC: 91B30 62G32 60G70 PDFBibTeX XMLCite \textit{C. Ling} and \textit{Z. Peng}, Insur. Math. Econ. 71, 220--231 (2016; Zbl 1371.91102) Full Text: DOI
Brahimi, Brahim; Abdelli, Jihane Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime. (English) Zbl 1373.62512 Insur. Math. Econ. 70, 135-143 (2016). MSC: 62P05 62G32 91B30 PDFBibTeX XMLCite \textit{B. Brahimi} and \textit{J. Abdelli}, Insur. Math. Econ. 70, 135--143 (2016; Zbl 1373.62512) Full Text: DOI
Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model. (English) Zbl 1348.91155 Insur. Math. Econ. 64, 45-53 (2015). MSC: 91B30 60K10 62P05 62H20 62E20 PDFBibTeX XMLCite \textit{T. Jiang} et al., Insur. Math. Econ. 64, 45--53 (2015; Zbl 1348.91155) Full Text: DOI
Mammen, Enno; Martínez Miranda, María Dolores; Nielsen, Jens Perch In-sample forecasting applied to reserving and mesothelioma mortality. (English) Zbl 1314.91144 Insur. Math. Econ. 61, 76-86 (2015). MSC: 91B30 62P05 62G07 PDFBibTeX XMLCite \textit{E. Mammen} et al., Insur. Math. Econ. 61, 76--86 (2015; Zbl 1314.91144) Full Text: DOI Link
Dutang, C.; Lefèvre, C.; Loisel, S. On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. (English) Zbl 1290.91084 Insur. Math. Econ. 53, No. 3, 774-785 (2013). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{C. Dutang} et al., Insur. Math. Econ. 53, No. 3, 774--785 (2013; Zbl 1290.91084) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDFBibTeX XMLCite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
Mao, Tiantian; Lv, Wenhua; Hu, Taizhong Second-order expansions of the risk concentration based on CTE. (English) Zbl 1284.91524 Insur. Math. Econ. 51, No. 2, 449-456 (2012). MSC: 91G10 91B30 60G70 62E20 PDFBibTeX XMLCite \textit{T. Mao} et al., Insur. Math. Econ. 51, No. 2, 449--456 (2012; Zbl 1284.91524) Full Text: DOI
Mao, Tiantian; Hu, Taizhong Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1284.91256 Insur. Math. Econ. 51, No. 2, 333-343 (2012). MSC: 91B30 60G70 62P05 PDFBibTeX XMLCite \textit{T. Mao} and \textit{T. Hu}, Insur. Math. Econ. 51, No. 2, 333--343 (2012; Zbl 1284.91256) Full Text: DOI
Hua, Lei; Joe, Harry Second order regular variation and conditional tail expectation of multiple risks. (English) Zbl 1228.91039 Insur. Math. Econ. 49, No. 3, 537-546 (2011). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{L. Hua} and \textit{H. Joe}, Insur. Math. Econ. 49, No. 3, 537--546 (2011; Zbl 1228.91039) Full Text: DOI
Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Zitikis, Ričardas Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. (English) Zbl 1229.91155 Insur. Math. Econ. 49, No. 3, 325-334 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{B. Brahimi} et al., Insur. Math. Econ. 49, No. 3, 325--334 (2011; Zbl 1229.91155) Full Text: DOI
Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan Risk concentration and diversification: second-order properties. (English) Zbl 1231.91174 Insur. Math. Econ. 46, No. 3, 541-546 (2010). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{M. Degen} et al., Insur. Math. Econ. 46, No. 3, 541--546 (2010; Zbl 1231.91174) Full Text: DOI arXiv
Necir, Abdelhakim; Meraghni, Djamel Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts. (English) Zbl 1231.91221 Insur. Math. Econ. 45, No. 1, 49-58 (2009). MSC: 91B30 62P05 62N02 PDFBibTeX XMLCite \textit{A. Necir} and \textit{D. Meraghni}, Insur. Math. Econ. 45, No. 1, 49--58 (2009; Zbl 1231.91221) Full Text: DOI
Kostadinova, Radostina Optimal investment for insurers when the stock price follows an exponential Lévy process. (English) Zbl 1193.91141 Insur. Math. Econ. 41, No. 2, 250-263 (2007). MSC: 91G10 91B30 91G80 60K10 60H10 60H30 PDFBibTeX XMLCite \textit{R. Kostadinova}, Insur. Math. Econ. 41, No. 2, 250--263 (2007; Zbl 1193.91141) Full Text: DOI
Chen, Yiqing; Ng, Kai W. The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims. (English) Zbl 1183.60033 Insur. Math. Econ. 40, No. 3, 415-423 (2007). MSC: 60K10 60K05 91B30 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{K. W. Ng}, Insur. Math. Econ. 40, No. 3, 415--423 (2007; Zbl 1183.60033) Full Text: DOI
Paulsen, Jostein; Kasozi, Juna; Steigen, Andreas A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments. (English) Zbl 1242.60071 Insur. Math. Econ. 36, No. 3, 399-420 (2005). MSC: 60H30 60H10 65C05 91B30 PDFBibTeX XMLCite \textit{J. Paulsen} et al., Insur. Math. Econ. 36, No. 3, 399--420 (2005; Zbl 1242.60071) Full Text: DOI
Wang, Rongming; Yang, Hailiang; Wang, Hanxing On the distribution of surplus immediately after ruin under interest force and subexponential claims. (English) Zbl 1122.91347 Insur. Math. Econ. 35, No. 3, 703-714 (2004). MSC: 91B30 60K30 PDFBibTeX XMLCite \textit{R. Wang} et al., Insur. Math. Econ. 35, No. 3, 703--714 (2004; Zbl 1122.91347) Full Text: DOI
Kalashnikov, Vladimir; Konstantinides, Dimitrios Ruin under interest force and subexponential claims: a simple treatment. (English) Zbl 1056.60501 Insur. Math. Econ. 27, No. 1, 145-149 (2000). MSC: 60K30 91B30 PDFBibTeX XMLCite \textit{V. Kalashnikov} and \textit{D. Konstantinides}, Insur. Math. Econ. 27, No. 1, 145--149 (2000; Zbl 1056.60501) Full Text: DOI