ruin probability

Content type Date Title Tags
ERM Resource 07/09/2017 On the Use of Long-Term Risk Measures as an Approach to Communicating Risks behavioural biases, Extreme Event Risk, Extreme events, Risk measures, Risk Reporting and Communication, ruin probability, value at risk
ERM Resource 29/07/2015 Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes Insurance Risk, Insurance Risk, levy process, Lvy process, Risk Management Tools and Techniques, ruin probability
ERM Resource 29/07/2015 Uniform Asymptotics for the Finite-Time Ruin Probability of a Time-Dependent Risk Model with Pairwise Quasiasymptotically Independent Claims Insurance Risk, Risk Management Tools and Techniques, ruin probability
ERM Resource 29/07/2015 On the Markov-modulated insurance risk model with tax Insurance Risk, Insurance Risk, Risk Management Tools and Techniques, ruin probability
ERM Resource 23/07/2015 Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks adaptive Monte Carlo, Catastrophe modelling, Catastrophe Risk, insurance, nonsmooth optimization, risk, Risk Optimisation, ruin probability, stochastic optimization