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Worst-case moments under partial ambiguity
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- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 2 / May 2023
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- 13 March 2023, pp. 443-465
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- May 2023
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UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
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- 24 November 2020, pp. 221-243
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- January 2021
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ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION
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- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 3 / September 2019
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- 03 July 2019, pp. 823-846
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- September 2019
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CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION
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- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 2 / May 2019
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- 24 April 2019, pp. 457-490
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- May 2019
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A Time-Homogeneous Diffusion Model with Tax
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 195-207
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- March 2013
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Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments
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- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
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- 30 January 2018, pp. 939-953
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- December 2012
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Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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- Advances in Applied Probability / Volume 42 / Issue 4 / December 2010
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- 01 July 2016, pp. 1126-1146
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- December 2010
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The probabilities of absolute ruin in the renewal risk model with constant force of interest
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- Journal of Applied Probability / Volume 47 / Issue 2 / June 2010
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- 14 July 2016, pp. 323-334
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- June 2010
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THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS
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- Journal of the Australian Mathematical Society / Volume 89 / Issue 2 / October 2010
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- 18 May 2010, pp. 277-288
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- October 2010
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Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
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- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 2 / November 2009
- Published online by Cambridge University Press:
- 09 August 2013, pp. 479-494
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- November 2009
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On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 559-570
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- June 2009
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Sums of Dependent Nonnegative Random Variables with Subexponential Tails
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- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
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- 14 July 2016, pp. 85-94
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- March 2008
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Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 285-294
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- June 2007
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ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 1 / January 2006
- Published online by Cambridge University Press:
- 12 December 2005, pp. 103-113
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The finite-time ruin probability of the compound Poisson model with constant interest force
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 608-619
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- September 2005
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Weighted sums of subexponential random variables and their maxima
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- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
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- 01 July 2016, pp. 510-522
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- June 2005
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Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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- Advances in Applied Probability / Volume 36 / Issue 4 / December 2004
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- 01 July 2016, pp. 1278-1299
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- December 2004
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On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 117-130
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- March 2004
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Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 108-116
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- March 2004
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Precise large deviations for sums of random variables with consistently varying tails
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 93-107
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- March 2004
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