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Chen, Y
(2019)
Optimal Hedging and Reinsurance Strategies under Risk Measures.
PhD thesis, University of Liverpool.
Constantinescu-Loeffen, DC, Qian, Haoyu and Kozubowski, Tomasz
(2019)
Probability of ruin in discrete insurance risk
model with dependent Pareto claims.
Dependence Modeling.
Constantinescu-Loeffen, DC, Samorodnitsky, G and Zhu, W
(2018)
Ruin probabilities in classical risk models with gamma claims.
Scandinavian Actuarial Journal.
Constantinescu-Loeffen, DC ORCID: 0000-0002-5219-3022, Ramirez, Jorge M and Zhu, Wei
(2019)
An application of fractional differential equations to risk theory.
Finance and Stochastics, 23.
pp. 1001-1024.