Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Nguyen Quang Chung

Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities

Journal of Mathematical Finance

English

Related publications

On Finite-Time Ruin Probabilities With Reinsurance Cycles Influenced by Large Claims

Scandinavian Actuarial Journal

English

Ruin Probabilities Under an Optimal Investment and Proportional Reinsurance Policy in a Jump Diffusion Risk Process

English

A Class of Conjugate Priors With Applications to Excess-Of-Loss Reinsurance.

Insurance: Mathematics and Economics

English

Optimal Dynamic Proportional and Excess of Loss Reinsurance Under Dependent Risks

English

A Class of Conjugate Priors With Applications to Excess-Of-Loss Reinsurance

English

Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of N Independent Risks

Insurance: Mathematics and Economics

English

Power Estimates for Ruin Probabilities

Advances in Applied Probability

Applied Mathematics

English

A Spatial Mixed Poisson Framework for Combination of Excess-Of-Loss and Proportional Reinsurance Contracts

Insurance: Mathematics and Economics

English

Robustness of the Reinsurance Policy: Minimizing the Probability of Ruin

Advances in Social Sciences Research Journal

English