Geiger, Daniel J.; Adekpedjou, Akim On corrected phase-type approximations of the time value of ruin with heavy tails. (English) Zbl 1436.62069 Stat. Risk. Model. 36, No. 1-4, 57-75 (2019). MSC: 62E17 91B05 62P20 PDFBibTeX XMLCite \textit{D. J. Geiger} and \textit{A. Adekpedjou}, Stat. Risk. Model. 36, No. 1--4, 57--75 (2019; Zbl 1436.62069) Full Text: DOI
Bäuerle, Nicole; Chen, An Optimal retirement planning under partial information. (English) Zbl 1437.91385 Stat. Risk. Model. 36, No. 1-4, 37-55 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G10 60G44 PDFBibTeX XMLCite \textit{N. Bäuerle} and \textit{A. Chen}, Stat. Risk. Model. 36, No. 1--4, 37--55 (2019; Zbl 1437.91385) Full Text: DOI
Haier, Andreas; Molchanov, Ilya Multivariate risk measures in the non-convex setting. (English) Zbl 1458.91229 Stat. Risk. Model. 36, No. 1-4, 25-35 (2019). Reviewer: Ilya S. Molchanov (Bern) MSC: 91G70 60D05 91G99 PDFBibTeX XMLCite \textit{A. Haier} and \textit{I. Molchanov}, Stat. Risk. Model. 36, No. 1--4, 25--35 (2019; Zbl 1458.91229) Full Text: DOI arXiv Link
Das, Bikramjit; Fasen-Hartmann, Vicky Conditional excess risk measures and multivariate regular variation. (English) Zbl 1434.60085 Stat. Risk. Model. 36, No. 1-4, 1-23 (2019). MSC: 60F10 60G50 60G70 PDFBibTeX XMLCite \textit{B. Das} and \textit{V. Fasen-Hartmann}, Stat. Risk. Model. 36, No. 1--4, 1--23 (2019; Zbl 1434.60085) Full Text: DOI