Found 15 Documents (Results 1–15)
Direct derivation of finite-time ruin probabilities in the discrete risk model with exponential or geometric claims. (English) Zbl 1480.91191
MSC:
91G05
Discussion to: “On the expected discounted penalty function for Lévy risk processes”. (English) Zbl 1480.91077
Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement. (English) Zbl 1480.91232
Valuation of equity-linked insurance and annuity products with binomial models. (English) Zbl 1480.91204
Immediate annuity pricing in the presence of unobserved heterogeneity. (English) Zbl 1480.91182
MSC:
91G05
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