Frostig, Esther; Pitts, Susan M.; Politis, Konstadinos The time to ruin and the number of claims until ruin for phase-type claims. (English) Zbl 1284.91232 Insur. Math. Econ. 51, No. 1, 19-25 (2012). MSC: 91B30 60K10 60K30 PDF BibTeX XML Cite \textit{E. Frostig} et al., Insur. Math. Econ. 51, No. 1, 19--25 (2012; Zbl 1284.91232) Full Text: DOI OpenURL
Frostig, Esther Asymptotic analysis of a risk process with high dividend barrier. (English) Zbl 1231.91184 Insur. Math. Econ. 47, No. 1, 21-26 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Frostig}, Insur. Math. Econ. 47, No. 1, 21--26 (2010; Zbl 1231.91184) Full Text: DOI OpenURL
Denuit, Michel; Frostig, Esther Life insurance mathematics with random life tables. (English) Zbl 1483.91188 N. Am. Actuar. J. 13, No. 3, 339-355 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{E. Frostig}, N. Am. Actuar. J. 13, No. 3, 339--355 (2009; Zbl 1483.91188) Full Text: DOI OpenURL
Frostig, Esther On risk model with dividends payments perturbed by a Brownian motion – an algorithmic approach. (English) Zbl 1169.91389 Astin Bull. 38, No. 1, 183-206 (2008). MSC: 91B30 60J65 PDF BibTeX XML Cite \textit{E. Frostig}, ASTIN Bull. 38, No. 1, 183--206 (2008; Zbl 1169.91389) Full Text: DOI OpenURL
Denuit, Michel; Frostig, Esther Association and heterogeneity of insured lifetimes in the Lee-Carter framework. (English) Zbl 1141.91025 Scand. Actuar. J. 2007, No. 1, 1-19 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{E. Frostig}, Scand. Actuar. J. 2007, No. 1, 1--19 (2007; Zbl 1141.91025) Full Text: DOI OpenURL
Frostig, Esther; Zaks, Yaniv; Levikson, Benny Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure. (English) Zbl 1183.91164 Insur. Math. Econ. 40, No. 3, 459-467 (2007). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{E. Frostig} et al., Insur. Math. Econ. 40, No. 3, 459--467 (2007; Zbl 1183.91164) Full Text: DOI OpenURL
Frostig, Esther On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier. (English) Zbl 1116.91054 J. Appl. Probab. 42, No. 3, 595-607 (2005). MSC: 91B30 60K25 60G40 60G44 PDF BibTeX XML Cite \textit{E. Frostig}, J. Appl. Probab. 42, No. 3, 595--607 (2005; Zbl 1116.91054) Full Text: DOI OpenURL
Frostig, Esther The expected time to ruin in a risk process with constant barrier via martingales. (English) Zbl 1117.91381 Insur. Math. Econ. 37, No. 2, 216-228 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Frostig}, Insur. Math. Econ. 37, No. 2, 216--228 (2005; Zbl 1117.91381) Full Text: DOI OpenURL
Frostig, Esther Properties of the power family of fractional age approximations. (English) Zbl 1043.62088 Insur. Math. Econ. 33, No. 1, 163-171 (2003). MSC: 62P05 60E15 PDF BibTeX XML Cite \textit{E. Frostig}, Insur. Math. Econ. 33, No. 1, 163--171 (2003; Zbl 1043.62088) Full Text: DOI OpenURL
Frostig, Esther Comparison between future lifetime distribution and its approximations. (English) Zbl 1084.62528 N. Am. Actuar. J. 6, No. 2, 11-17 (2002). MSC: 62P05 62N99 PDF BibTeX XML Cite \textit{E. Frostig}, N. Am. Actuar. J. 6, No. 2, 11--17 (2002; Zbl 1084.62528) Full Text: DOI OpenURL