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 |