|
by-claim |
3 |
|
integral equation |
3 |
|
main claim |
3 |
|
martingale |
3 |
|
ruin probability |
3 |
|
adjustment coefficient |
2 |
|
adjustment-coefficient |
2 |
|
aic |
2 |
|
asymptotics |
2 |
|
bic |
2 |
|
bootstrap method |
2 |
|
brownian motion |
2 |
|
brownian motion with drift |
2 |
|
common shock |
2 |
|
complementary random variable |
2 |
|
consistent variation |
2 |
|
correlated aggregate claims |
2 |
|
counting process |
2 |
|
diffusion |
2 |
|
discrete-time risk model |
2 |
|
em algorithm |
2 |
|
erlang(2) risk process |
2 |
|
finite-time ruin probability |
2 |
|
garch |
2 |
|
heavy tail |
2 |
|
lower/upper extended negative dependence |
2 |
|
lundberg exponent |
2 |
|
lundberg's inequality |
2 |
|
mgarch |
2 |
|
precise large deviation |
2 |
|
random walk |
2 |
|
renewal process |
2 |
|
risk process |
2 |
|
stochastic difference equation |
2 |
|
stochastic representation |
2 |
|
stochastic return |
2 |
|
survival probability |
2 |
|
tail behaviour |
2 |
|
truncated normal distribution |
2 |
|
two-dimensional risk model |
2 |
|
ultimate ruin probability |
2 |
|
uniformity |
2 |
|
vector autoregressive moving average |
2 |
|
volatility clustering |
2 |
|
weak convergence |
2 |
|
absolutely continuous |
1 |
|
aggregate claim distribution |
1 |
|
aggregate claims |
1 |
|
asymptotic tail probability |
1 |
|
barrier strategy |
1 |
|
capital injection |
1 |
|
cara utility |
1 |
|
classical risk model |
1 |
|
collective risk model |
1 |
|
complete monotonicity |
1 |
|
compound distribution |
1 |
|
compound poisson model |
1 |
|
compound poisson process |
1 |
|
copula |
1 |
|
counterparty risk |
1 |
|
cox risk model |
1 |
|
credit default swap |
1 |
|
dependence |
1 |
|
dependent control policies |
1 |
|
dividend payments |
1 |
|
dividends |
1 |
|
efficient frontier |
1 |
|
expectation–maximization (em) algorithm |
1 |
|
exponential utility |
1 |
|
filtering |
1 |
|
first-to-default basket swap |
1 |
|
goodness of fit |
1 |
|
hamilton-jacobi-bellman (hjb) equation |
1 |
|
hamilton-jacobi-bellman equation |
1 |
|
heavy-tailed distribution |
1 |
|
infinitesimal generator |
1 |
|
integer-valued time series |
1 |
|
interval censoring |
1 |
|
interval-censored data |
1 |
|
investment |
1 |
|
iterative convex minorant algorithm |
1 |
|
large deviations |
1 |
|
leveraged bootstrap |
1 |
|
linear functional |
1 |
|
lévy processes |
1 |
|
markov process |
1 |
|
matuszewska indices |
1 |
|
mean-variance utility |
1 |
|
mean–variance criterion |
1 |
|
multivariate regime-switching shot noise process |
1 |
|
multivariate zero-and-one inflated poisson |
1 |
|
nonparametric maximum likelihood |
1 |
|
optimal dividend problem |
1 |
|
optimal investment-reinsurance strategy |
1 |
|
ornstein-uhlenbeck process |
1 |
|
pairwise asymptotic independence |
1 |
|
partial observations |
1 |
|
partial sum |
1 |
|
poisson arch process |
1 |
|
premium control |
1 |
|
primary |
1 |
|
probability of ruin |
1 |
|
proportional reinsurance |
1 |
|
recursive algorithm |
1 |
|
regime-switching |
1 |
|
reinsurance |
1 |
|
renewal counting process |
1 |
|
scale function |
1 |
|
secondary |
1 |
|
spectrally negative lévy process |
1 |
|
stochastic control |
1 |
|
sum |
1 |
|
tail probabilities |
1 |
|
thinning dependence |
1 |
|
threshold strategy |
1 |
|
two sample comparison |
1 |
|
unequal censoring |
1 |
|
univariate zero-and-one inflated poisson |
1 |
|
variance premium principle |
1 |
|
zero-inflated poisson |
1 |
