1.
Impact of correlation crises in risk theory : asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed / Romain Biard, Claude-Lefèvre, Stéphane Loisel
Autor:
BIARD, Romain
Data Publicação:
2008
2.
Optimal control of the insurance company with proportional reinsurance policy under solvency constraints / Lin He, Ping-Hou, Zongxia Liang
Autor:
HE, Lin
Data Publicação:
2008