EAA Series - Modern Problems in Insurance Mathematics
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Published By Springer International Publishing

9783319066523, 9783319066530

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_9 ◽

2014 ◽

pp. 139-151

Author(s):

Abdelaziz Rassoul

Keyword(s):

Ruin Probability ◽

Infinite Time

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A Note on Gerber–Shiu Functions with an Application

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_4 ◽

2014 ◽

pp. 21-36

Author(s):

Hanspeter Schmidli

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Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_20 ◽

2014 ◽

pp. 335-363

Author(s):

Karl Lundengård ◽

Carolyne Ogutu ◽

Sergei Silvestrov ◽

Patrick Weke

Keyword(s):

Diffusion Processes ◽

Jump Diffusion ◽

Asian Options ◽

Jump Diffusion Processes ◽

Vandermonde Matrices

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Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_12 ◽

2014 ◽

pp. 187-196 ◽

Cited By ~ 1

Author(s):

Guglielmo D’Amico ◽

Fulvio Gismondi ◽

Jacques Janssen ◽

Raimondo Manca

Keyword(s):

Discrete Time ◽

Renewal Process ◽

Disability Insurance ◽

Insurance Claims ◽

Alternating Renewal Process

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International Cramér Symposium on Insurance Mathematics (ICSIM)

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_1 ◽

2014 ◽

pp. 3-6

Author(s):

Dmitrii Silvestrov ◽

Anders Martin-Löf

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Large Deviations for a Damped Telegraph Process

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_17 ◽

2014 ◽

pp. 275-289

Author(s):

Alessandro De Gregorio ◽

Claudio Macci

Keyword(s):

Large Deviations ◽

Telegraph Process

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Harald Cramér and Insurance Mathematics

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_2 ◽

2014 ◽

pp. 7-14

Author(s):

Anders Martin-Löf

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Improved Asymptotics for Ruin Probabilities

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_5 ◽

2014 ◽

pp. 37-68 ◽

Cited By ~ 3

Author(s):

Dmitrii Silvestrov

Keyword(s):

Ruin Probabilities

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Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_21 ◽

2014 ◽

pp. 365-378

Author(s):

Alexander Melnikov ◽

Ivan Smirnov

Keyword(s):

Option Pricing ◽

Regime Switching ◽

Market Model

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Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures

EAA Series - Modern Problems in Insurance Mathematics ◽

10.1007/978-3-319-06653-0_18 ◽

2014 ◽

pp. 291-312

Author(s):

Hannes Malmberg ◽

Ola Hössjer

Keyword(s):

Probabilistic Choice ◽

Infinite Set

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EAA Series - Modern Problems in Insurance MathematicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses

A Note on Gerber–Shiu Functions with an Application

Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices

Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process

International Cramér Symposium on Insurance Mathematics (ICSIM)

Large Deviations for a Damped Telegraph Process

Harald Cramér and Insurance Mathematics

Improved Asymptotics for Ruin Probabilities

Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model

Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures

EAA Series - Modern Problems in Insurance Mathematics
Latest Publications