Youn Ahn, Jae; Jeong, Himchan; Lu, Yang A simple Bayesian state-space approach to the collective risk models. (English) Zbl 1524.62520 Scand. Actuar. J. 2023, No. 5, 509-529 (2023). Reviewer: James P. Howard II (Columbia) MSC: 62P05 62F15 91B05 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Scand. Actuar. J. 2023, No. 5, 509--529 (2023; Zbl 1524.62520) Full Text: DOI arXiv
Hanbali, Hamza; Linders, Daniël; Dhaene, Jan Value-at-risk, tail value-at-risk and upper tail transform of the sum of two counter-monotonic random variables. (English) Zbl 1512.91172 Scand. Actuar. J. 2023, No. 3, 219-243 (2023). MSC: 91G70 PDFBibTeX XMLCite \textit{H. Hanbali} et al., Scand. Actuar. J. 2023, No. 3, 219--243 (2023; Zbl 1512.91172) Full Text: DOI
Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 1492.91293 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 1492.91293) Full Text: DOI
Cai, Jun; Jia, Huameng; Mao, Tiantian A multivariate CVaR risk measure from the perspective of portfolio risk management. (English) Zbl 1490.91248 Scand. Actuar. J. 2022, No. 3, 189-215 (2022). MSC: 91G70 PDFBibTeX XMLCite \textit{J. Cai} et al., Scand. Actuar. J. 2022, No. 3, 189--215 (2022; Zbl 1490.91248) Full Text: DOI
Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre On \(s\)-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. (English) Zbl 1471.91467 Scand. Actuar. J. 2021, No. 6, 476-504 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{C. Lefèvre} et al., Scand. Actuar. J. 2021, No. 6, 476--504 (2021; Zbl 1471.91467) Full Text: DOI
Torrado, Nuria; Navarro, Jorge Ranking the extreme claim amounts in dependent individual risk models. (English) Zbl 1466.91271 Scand. Actuar. J. 2021, No. 3, 218-247 (2021). MSC: 91G05 60E15 62P05 65H05 PDFBibTeX XMLCite \textit{N. Torrado} and \textit{J. Navarro}, Scand. Actuar. J. 2021, No. 3, 218--247 (2021; Zbl 1466.91271) Full Text: DOI
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo On copula-based collective risk models: from elliptical copulas to vine copulas. (English) Zbl 1467.91148 Scand. Actuar. J. 2021, No. 1, 1-33 (2021). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2021, No. 1, 1--33 (2021; Zbl 1467.91148) Full Text: DOI
Zhang, Lianzeng; Liu, He On a discrete-time risk model with time-dependent claims and impulsive dividend payments. (English) Zbl 1454.91211 Scand. Actuar. J. 2020, No. 8, 736-753 (2020); correction ibid. 2020, No. 8, i-ii (2020). MSC: 91G05 60K10 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{H. Liu}, Scand. Actuar. J. 2020, No. 8, 736--753 (2020; Zbl 1454.91211) Full Text: DOI
Oh, Rosy; Shi, Peng; Ahn, Jae Youn Bonus-malus premiums under the dependent frequency-severity modeling. (English) Zbl 1436.91103 Scand. Actuar. J. 2020, No. 3, 172-195 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2020, No. 3, 172--195 (2020; Zbl 1436.91103) Full Text: DOI
Léveillé, Ghislain; Hamel, Emmanuel Compound trend renewal process with discounted claims: a unified approach. (English) Zbl 1411.91295 Scand. Actuar. J. 2019, No. 3, 228-246 (2019). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{G. Léveillé} and \textit{E. Hamel}, Scand. Actuar. J. 2019, No. 3, 228--246 (2019; Zbl 1411.91295) Full Text: DOI
Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar Parisian types of ruin probabilities for a class of dependent risk-reserve processes. (English) Zbl 1418.91230 Scand. Actuar. J. 2019, No. 1, 32-61 (2019). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{M. Bladt} et al., Scand. Actuar. J. 2019, No. 1, 32--61 (2019; Zbl 1418.91230) Full Text: DOI Link
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric expectiles. (English) Zbl 1398.62302 Scand. Actuar. J. 2018, No. 7, 629-659 (2018). MSC: 62P05 62H05 91B30 91G70 PDFBibTeX XMLCite \textit{K. Herrmann} et al., Scand. Actuar. J. 2018, No. 7, 629--659 (2018; Zbl 1398.62302) Full Text: DOI arXiv
Vidmar, Matija Ruin under stochastic dependence between premium and claim arrivals. (English) Zbl 1416.91223 Scand. Actuar. J. 2018, No. 6, 505-513 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Vidmar}, Scand. Actuar. J. 2018, No. 6, 505--513 (2018; Zbl 1416.91223) Full Text: DOI arXiv
Hu, Xiang; Zhang, Lianzeng; Sun, Weiwei Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations. (English) Zbl 1416.91190 Scand. Actuar. J. 2018, No. 5, 412-425 (2018). MSC: 91B30 62P05 62M10 PDFBibTeX XMLCite \textit{X. Hu} et al., Scand. Actuar. J. 2018, No. 5, 412--425 (2018; Zbl 1416.91190) Full Text: DOI
Czarna, Irmina; Palmowski, Zbigniew; Świątek, Przemysław Discrete time ruin probability with Parisian delay. (English) Zbl 1402.91188 Scand. Actuar. J. 2017, No. 10, 854-869 (2017). MSC: 91B30 60K10 60G51 62P05 PDFBibTeX XMLCite \textit{I. Czarna} et al., Scand. Actuar. J. 2017, No. 10, 854--869 (2017; Zbl 1402.91188) Full Text: DOI arXiv
Cojocaru, Ionica Ruin probabilities in multivariate risk models with periodic common shock. (English) Zbl 1401.91119 Scand. Actuar. J. 2017, No. 2, 159-174 (2017). MSC: 91B30 62P05 60G44 60J75 PDFBibTeX XMLCite \textit{I. Cojocaru}, Scand. Actuar. J. 2017, No. 2, 159--174 (2017; Zbl 1401.91119) Full Text: DOI
Jiang, Wuyuan; Yang, Zhaojun The maximum surplus before ruin for dependent risk models through Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91149 Scand. Actuar. J. 2016, No. 5, 385-397 (2016). MSC: 91B30 62E15 62P05 60K05 45J05 44A10 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{Z. Yang}, Scand. Actuar. J. 2016, No. 5, 385--397 (2016; Zbl 1401.91149) Full Text: DOI
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI Link
Zhang, Lianzeng; Hu, Xiang; Duan, Baige Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process. (English) Zbl 1401.91213 Scand. Actuar. J. 2015, No. 5, 455-467 (2015). MSC: 91B30 62F05 PDFBibTeX XMLCite \textit{L. Zhang} et al., Scand. Actuar. J. 2015, No. 5, 455--467 (2015; Zbl 1401.91213) Full Text: DOI
Li, Zhong; Sendova, Kristina P. On a ruin model with both interclaim times and premiums depending on claim sizes. (English) Zbl 1398.91342 Scand. Actuar. J. 2015, No. 3, 245-265 (2015). MSC: 91B30 62P05 60K10 PDFBibTeX XMLCite \textit{Z. Li} and \textit{K. P. Sendova}, Scand. Actuar. J. 2015, No. 3, 245--265 (2015; Zbl 1398.91342) Full Text: DOI
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link
Chadjiconstantinidis, Stathis; Vrontos, Spyridon On a renewal risk process with dependence under a Farlie-Gumbel-Morgenstern copula. (English) Zbl 1401.91107 Scand. Actuar. J. 2014, No. 2, 125-158 (2014). MSC: 91B30 60K05 62H05 PDFBibTeX XMLCite \textit{S. Chadjiconstantinidis} and \textit{S. Vrontos}, Scand. Actuar. J. 2014, No. 2, 125--158 (2014; Zbl 1401.91107) Full Text: DOI
Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. Ruin probabilities in models with a Markov chain dependence structure. (English) Zbl 1286.91065 Scand. Actuar. J. 2013, No. 6, 453-476 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K15 60J10 60G50 91B70 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2013, No. 6, 453--476 (2013; Zbl 1286.91065) Full Text: DOI HAL
Gajek, Lesław; Rudź, Marcin Sharp approximations of ruin probabilities in the discrete time models. (English) Zbl 1291.91107 Scand. Actuar. J. 2013, No. 5, 352-382 (2013). Reviewer: Tomáš Cipra (Praha) MSC: 91B30 91G50 PDFBibTeX XMLCite \textit{L. Gajek} and \textit{M. Rudź}, Scand. Actuar. J. 2013, No. 5, 352--382 (2013; Zbl 1291.91107) Full Text: DOI
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDFBibTeX XMLCite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI HAL
Cheung, Eric C. K. A unifying approach to the analysis of business with random gains. (English) Zbl 1277.60148 Scand. Actuar. J. 2012, No. 3, 153-182 (2012). MSC: 60K20 62P05 91B30 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, Scand. Actuar. J. 2012, No. 3, 153--182 (2012; Zbl 1277.60148) Full Text: DOI
Woo, Jae-Kyung A generalized penalty function for a class of discrete renewal processes. (English) Zbl 1277.60146 Scand. Actuar. J. 2012, No. 2, 130-152 (2012). MSC: 60K10 60K15 62P05 91B30 PDFBibTeX XMLCite \textit{J.-K. Woo}, Scand. Actuar. J. 2012, No. 2, 130--152 (2012; Zbl 1277.60146) Full Text: DOI
Asimit, Alexandru V.; Badescu, Andrei L. Extremes on the discounted aggregate claims in a time dependent risk model. (English) Zbl 1224.91041 Scand. Actuar. J. 2010, No. 2, 93-104 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{A. L. Badescu}, Scand. Actuar. J. 2010, No. 2, 93--104 (2010; Zbl 1224.91041) Full Text: DOI Link
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. (English) Zbl 1224.91093 Scand. Actuar. J. 2009, No. 3, 205-218 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Weng} et al., Scand. Actuar. J. 2009, No. 3, 205--218 (2009; Zbl 1224.91093) Full Text: DOI
Lescourret, Laurence; Robert, Christian Y. Extreme dependence of multivariate catastrophic losses. (English) Zbl 1151.91058 Scand. Actuar. J. 2006, No. 4, 203-225 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{L. Lescourret} and \textit{C. Y. Robert}, Scand. Actuar. J. 2006, No. 4, 203--225 (2006; Zbl 1151.91058) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne On a risk model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1145.91030 Scand. Actuar. J. 2006, No. 5, 265-285 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 60K15 60G40 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Scand. Actuar. J. 2006, No. 5, 265--285 (2006; Zbl 1145.91030) Full Text: DOI
Yuen, Kam-Chuen; Guo, Junyi Some results on the compound Markov binomial model. (English) Zbl 1144.91036 Scand. Actuar. J. 2006, No. 3, 129-140 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B70 60K15 60G40 PDFBibTeX XMLCite \textit{K.-C. Yuen} and \textit{J. Guo}, Scand. Actuar. J. 2006, No. 3, 129--140 (2006; Zbl 1144.91036) Full Text: DOI
Li, Shuanming On a class of discrete time renewal risk models. (English) Zbl 1142.91043 Scand. Actuar. J. 2005, No. 4, 241-260 (2005). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 60K15 PDFBibTeX XMLCite \textit{S. Li}, Scand. Actuar. J. 2005, No. 4, 241--260 (2005; Zbl 1142.91043) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Ruin probabilities in the compound Markov binomial model. (English) Zbl 1092.91040 Scand. Actuar. J. 2003, No. 4, 301-323 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 60J20 60J10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Scand. Actuar. J. 2003, No. 4, 301--323 (2003; Zbl 1092.91040) Full Text: DOI
Denuit, Michel; Genest, Christian; Marceau, Étienne Criteria for the stochastic ordering of random sums, with actuarial applications. (English) Zbl 1003.60022 Scand. Actuar. J. 2002, No. 1, 3-16 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{M. Denuit} et al., Scand. Actuar. J. 2002, No. 1, 3--16 (2002; Zbl 1003.60022) Full Text: DOI