Showing results 19 to 23 of 23
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Title | Author(s) | Issue Date | |
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Some ruin problems for a risk process with stochastic interest Journal:North American Actuarial Journal | 2005 | ||
Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models Journal:Journal of Business & Economic Statistics | 2022 | ||
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model Journal:Insurance: Mathematics and Economics | 2010 | ||
Unifrom asymptotics for ruin probabilities of the renewal risk model with risky investments Proceeding/Conference:International Congress on Insurance: Mathematics and Economics | 2009 | ||
Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities Journal:Frontiers of Mathematics in China | 2017 |