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The Shadow Vol. 1: Fire of Creation"> Lecture notes for the 6-May Weitere Informationen finden Sie auf folgender Seite. The content in this site is accessible to any browser or Internet device, however, some graphics will display correctly only in the newer versions of Netscape. To get the most out of our site we suggest you upgrade to a newer browser. Lecture homepages old Student Seminars old.

Why ruin theory should be of interest for insurance practitioners and risk managers nowadays? On the time value of ruin; with discussion and a reply by the authors. North American Actuarial Journal , 2 1 , 48 — North American Actuarial Journal , 8 4 , 62 — Scandinavian Actuarial Journal , 1 , 1 — Properties of a risk measure derived from the expected area in red. Mathematics and Economics , 55 , — On a risk measure inspired from the ruin probability and the expected deficit at ruin.

Scandinavian Actuarial Journal , 10 , — On minimizing the ruin probability by investment and reinsurance. Annals of Applied Probability , 12 3 , — A note on Gerber-Shiu functions with an application. Properties of a risk measure derived from ruin theory. The Geneva Risk and Insurance Review , 36 2 , — A generalized defective renewal equation for the surplus process perturbed by diffusion.

Actuarial Theory for Dependent Risks: Measures, Orders and Models of risk measures, stochastic orderings, copula models, dependence. Request PDF on ResearchGate | Actuarial Theory for Dependent Risks: Measures, Orders and Models | The increasing complexity of insurance.

Mathematics and Economics , 30 , 51 — Springer-Verlag , Berlin Heidelberg. Annals of Actuarial Science.

Who would you like to send this to? Bounds for present value functions with stochastic interest raes and stochastic volatility. Tijdschrift voor economie en management , XLVI , Upper and lower bounds or sum of random variables. Verzekerings-Archief , 75 4 , Ordering of Actuarial Risks.

Caire Education Series 1, Caire, Brussels. Exact credibility for weighted observations. A recursive scheme for perpetuities with random positive interest rates, Part 1: Scandinavian Actuarial Journal , 1 , A stochastic approach to catastrophic risks. Scandinavian Actuarial Journal , 2 , Ordering claim size distributions and mixed Poisson probabilities.

Bounds and approximations for some risk theoretical quantities. Institute for Actuarial Science, University of Amsterdam.

De opleiding Actuarile wetenschappen: Bank- en Financiewezen , 5. Modern Actuarial Risk Theory Chinese translation.

Comonotonic approximations for optimal portfolio selection problems: A comonotonic image of independence for additive risk measures. The concept of comonotonicity in Actuarial Science and Finance: In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College. Stable laws and the distribution of cash-flows. A simple geometric proof that comonotonic risks have the convex-largest sum. A simple geometric proof that comonotonic risks have a convex largest sum. On the distribution of cash-flows using Esscher transforms. The valuation of cash flows for divident paying securities.

In Proceedings Astin Colloquium Washington. Bounds for present value functions with stochastic interest rates and stochastic volatility. Upper and lower bounds for sums of random variables.

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In Proceedings 4th International Congress on Insurance: Mathematics and Economics Barcelona, Spain. Inleiding Risicotheorie second edition. TI discussion paper; No. Ordering of actuarial risks. Stop-loss order, unequal means, and more dangerous distributions.