Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Cardoso, Rui M.R."'
Publikováno v:
In Insurance Mathematics and Economics November 2013 53(3):906-918
Autor:
Cardoso, Rui M.R., Waters, Howard R. *
Publikováno v:
In Insurance Mathematics and Economics 2005 37(2):197-215
Autor:
Cardoso, Rui M.R., R. Waters, Howard
Publikováno v:
In Insurance Mathematics and Economics 19 December 2003 33(3):659-676
Publikováno v:
In Insurance Mathematics and Economics 2002 30(2):219-230
Motor insurance is a very competitive business where insurers operate with quite large portfolios, often decisions must be taken under short horizons and therefore ruin probabilities should be calculated in finite time. The probability of ruin, in co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1503::7229db2a497a321e97706aecf3b36b8d
https://hdl.handle.net/10400.5/24444
https://hdl.handle.net/10400.5/24444
Autor:
Cardoso, Rui M.R.1
Publikováno v:
Applied Stochastic Models in Business & Industry. Mar/Apr2014, Vol. 30 Issue 2, p172-182. 11p.
In the present paper we study some existing duality features between two very known models in Risk Theory. The classical Cramér–Lundberg risk model with application to insurance, and the dual risk model with (some) financial application. For simpl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1503::4633b58b7e3f62e37c158c49e9d7cc62
https://hdl.handle.net/10400.5/24494
https://hdl.handle.net/10400.5/24494