Zhang, Bo What kind of new asset will push up the CML? (English) Zbl 1188.91093 Insur. Math. Econ. 34, No. 3, 539-545 (2004). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan Estimating catastrophic quantile levels for heavy-tailed distributions. (English) Zbl 1188.91237 Insur. Math. Econ. 34, No. 3, 517-537 (2004). MSC: 91G70 62P05 60E05 62E10 62E20 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe Some new classes of consistent risk measures. (English) Zbl 1188.91087 Insur. Math. Econ. 34, No. 3, 505-516 (2004). MSC: 91B30 60E05 60E15 62E10 62P05 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo Optimal risk management in defined benefit stochastic pension funds. (English) Zbl 1188.91202 Insur. Math. Econ. 34, No. 3, 489-503 (2004). MSC: 91G10 91B30 93E20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Janic-Wróblewska, A.; Kallenberg, W. C. M.; Ledwina, T. Detecting positive quadrant dependence and positive function dependence. (English) Zbl 1188.91236 Insur. Math. Econ. 34, No. 3, 467-487 (2004). MSC: 91G70 62H20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cossette, Hélène; Landriault, David; Marceau, Étienne Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. (English) Zbl 1188.91086 Insur. Math. Econ. 34, No. 3, 449-466 (2004). MSC: 91B30 62P05 60E05 60J10 60J20 62E10 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, H.; Milevsky, M. A.; Wang, J. Ruined moments in your life: how good are the approximations? (English) Zbl 1188.91233 Insur. Math. Econ. 34, No. 3, 421-447 (2004). MSC: 91G60 91B30 60H30 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Dokuchaev, N. G.; Savkin, Andrey V. Universal strategies for diffusion markets and possibility of asymptotic arbitrage. (English) Zbl 1188.91199 Insur. Math. Econ. 34, No. 3, 409-419 (2004). MSC: 91G10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Shuanming; Garrido, José On ruin for the Erlang \((n)\) risk process. (English) Zbl 1188.91089 Insur. Math. Econ. 34, No. 3, 391-408 (2004). MSC: 91B30 60K05 62K10 × Cite Format Result Cite Review PDF Full Text: DOI