Landriault, David; Shi, Tianxiang First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. (English) Zbl 1401.91160 Scand. Actuar. J. 2014, No. 4, 368-382 (2014). MSC: 91B30 91G20 60J75 60G51 PDFBibTeX XMLCite \textit{D. Landriault} and \textit{T. Shi}, Scand. Actuar. J. 2014, No. 4, 368--382 (2014; Zbl 1401.91160) Full Text: DOI
Ekheden, Erland; Hössjer, Ola Pricing catastrophe risk in life (re)insurance. (English) Zbl 1401.91134 Scand. Actuar. J. 2014, No. 4, 352-367 (2014). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{E. Ekheden} and \textit{O. Hössjer}, Scand. Actuar. J. 2014, No. 4, 352--367 (2014; Zbl 1401.91134) Full Text: DOI
Adamic, Peter; Caron, Sylvain SC-CR algorithms with informative masking. (English) Zbl 1401.91085 Scand. Actuar. J. 2014, No. 4, 339-351 (2014). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{P. Adamic} and \textit{S. Caron}, Scand. Actuar. J. 2014, No. 4, 339--351 (2014; Zbl 1401.91085) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a nonparametric estimator for ruin probability in the classical risk model. (English) Zbl 1401.91217 Scand. Actuar. J. 2014, No. 4, 309-338 (2014). MSC: 91B30 62G05 62G20 62P05 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Scand. Actuar. J. 2014, No. 4, 309--338 (2014; Zbl 1401.91217) Full Text: DOI Link
Masiello, Esterina On semiparametric estimation of ruin probabilities in the classical risk model. (English) Zbl 1401.62212 Scand. Actuar. J. 2014, No. 4, 283-308 (2014). MSC: 62P05 62F40 62F12 91B30 PDFBibTeX XMLCite \textit{E. Masiello}, Scand. Actuar. J. 2014, No. 4, 283--308 (2014; Zbl 1401.62212) Full Text: DOI HAL