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Number of items: 4.


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.

This list was generated on Thu Feb 8 07:19:44 2024 GMT.