Hainaut, Donatien Multivariate claim processes with rough intensities: properties and estimation. (English) Zbl 1507.91181 Insur. Math. Econ. 107, 269-287 (2022). MSC: 91G05 60G22 PDFBibTeX XMLCite \textit{D. Hainaut}, Insur. Math. Econ. 107, 269--287 (2022; Zbl 1507.91181) Full Text: DOI
Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. (English) Zbl 1431.91344 Eur. J. Oper. Res. 282, No. 1, 345-362 (2020). MSC: 91G05 91G10 PDFBibTeX XMLCite \textit{K. S. Tan} et al., Eur. J. Oper. Res. 282, No. 1, 345--362 (2020; Zbl 1431.91344) Full Text: DOI