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6 résultats 1
Postprint
Consortium of Swiss Academic Libraries

The Tax Identity For Markov Additive Risk Processes

Albrecher, Hansjörg ; Avram, Florin ; Constantinescu, Corina ; Ivanovs, Jevgenijs

In: Methodology and Computing in Applied Probability, 2014, vol. 16, no. 1, p. 245-258

Postprint
Consortium of Swiss Academic Libraries

A note on moments of dividends

Albrecher, Hansjörg ; Gerber, Hans

In: Acta Mathematicae Applicatae Sinica, English Series, 2011, vol. 27, no. 3, p. 353-354

Postprint
Consortium of Swiss Academic Libraries

Equalization reserves for natural catastrophes and shareholder value: a simulation study

Dacorogna, Michel ; Albrecher, Hansjörg ; Moller, Michael ; Sahiti, Suzane

In: European Actuarial Journal, 2013, vol. 3, no. 1, p. 1-21

Postprint
Consortium of Swiss Academic Libraries

The optimal dividend barrier in the Gamma-Omega model

Albrecher, Hansjörg ; Gerber, Hans ; Shiu, Elias

In: European Actuarial Journal, 2011, vol. 1, no. 1, p. 43-55

Postprint
Consortium of Swiss Academic Libraries

FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES

Albrecher, Hansjörg ; Lautscham, Volkmar

In: ASTIN Bulletin, 2013, vol. 43, no. 2, p. 213-243

Postprint
Consortium of Swiss Academic Libraries

Randomized Observation Periods for the Compound Poisson Risk Model: Dividends

Albrecher, Hansjörg ; Cheung, Eric C.K. ; Thonhauser, Stefan

In: ASTIN Bulletin, 2011, vol. 41, no. 2, p. 645-672

6 résultats 1