3 papers
q-fin.GN2020
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…
math.ST2019
Estimation of foreseeable and unforeseeable risks in motor insurance
Weihong Ni, Corina Constantinescu, Alfredo Egídio dos Reis +1
This project works with the risk model developed by Li et al. (2015) and quests modelling, estimating and pricing insurance for risks brought in by innovative technologies, or othe…
math.PR2016
Ruin probabilities with dependence on the number of claims within a fixed time window
Corina Constantinescu, Suhang Dai, Weihong Ni +1
We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival time distributions depending on the claims that arrived within a fixed (past) time window.…