3 citations · 3 across the 6 of their papers we have counts for
3 papers · 1 filter
On distributional and asymptotic results for exponential functional of renewal -- reward processes describing risk models
J. Akahori, C. Constantinescu, Y. Imamura +1
Inspired by the double-debt problem in Japan where the mortgagor has to pay the remaining loan even if their house was destroyed by a catastrophic event, we model the lender's cash…
Pricing foreseeable and unforeseeable risks in insurance portfolios
Weihong Ni, Corina Constantinescu, Alfredo Egídio dos Reis +1
In this manuscript we propose a method for pricing insurance products that cover not only traditional risks, but also unforeseen ones. By considering the Poisson process parameter…
COVID-19 in a social reinsurance framework: Forewarned is forearmed
S. Sahin, M. C. Boado-Penas, C. Constantinescu +5
The crisis caused by COVID-19 revealed the global unpreparedness to handle the impact of a pandemic. In this paper, we present a statistical analysis of the data related to the COV…