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1
Markov regime-switching quantile regression models and financial contagion detection
Ye, Wuyi
;
Zhu, Yangguang
;
Wu, Yuehua
;
Miao, Baiqi
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 21-26
Persistent link: https://www.econbiz.de/10011457143
Saved in:
2
The network structure and systemic risk in the global non-life insurance market
Kanno, Masayasu
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 38-53
Persistent link: https://www.econbiz.de/10011457147
Saved in:
3
Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014466202
Saved in:
4
The diffusion of complex securities : the case of CAT bonds
Faias, José Afonso
;
Guedes, José C.
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 46-57
Persistent link: https://www.econbiz.de/10012169496
Saved in:
5
Modern tontine with bequest :
innovation
in pooled annuity products
Bernhardt, Thomas
;
Donnelly, Catherine
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 168-188
Persistent link: https://www.econbiz.de/10012058859
Saved in:
6
Lapse risk in life insurance : correlation and contagion effects among policyholders' behaviors
Barsotti, Flavia
;
Milhaud, Xavier
;
Salhi, Yahia
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 317-331
Persistent link: https://www.econbiz.de/10011630860
Saved in:
7
COVID-19 and credit risk : a long memory perspective
Yin, Jie
;
Han, Bingyan
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 15-34
Persistent link: https://www.econbiz.de/10013264931
Saved in:
8
Nonlinear reserving in life insurance : aggregation and mean-field approximation
Djehiche, Boualem
;
Löfdahl, Björn
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011530874
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9
A marked Cox model for the number of IBNR claims :
theory
Badescu, Andrei L.
;
Lin, X. Sheldon
;
Tang, Dameng
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 29-37
Persistent link: https://www.econbiz.de/10011530919
Saved in:
10
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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