Ruin and deficit under claim arrivals with the order statistics property (Q2282730): Difference between revisions

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+Small time Chung-type LIL for Lévy processes
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+Time-lagged point processes with the order-statistics property
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+The law of the supremum of a stable Lévy process with no negative jumps
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+Passage of Lévy processes across power law boundaries at small times
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+Risk Classification for Claim Counts
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+Actuarial Modelling of Claim Counts
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+Inequality extensions of Prabhu's formula in ruin theory
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+Homogeneous risk models with equalized claim amounts
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+Ruin and deficit under claim arrivals with the order statistics property
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+On the evaluation of finite-time ruin probabilities in a dependent risk model
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+Overshoots and undershoots of Lévy processes
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+The first passage event for sums of dependent Lévy processes with applications to insurance risk
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+On the characterization of point processes with the order statistic property
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+On The Expected Discounted Penalty function for Lévy Risk Processes
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Two-Sided Bounds for the Finite Time Probability of Ruin
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+A finite-time ruin probability formula for continuous claim severities
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+On the infinite-horizon probability of (non)ruin for integer-valued claims
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+An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
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+First passage times of a jump diffusion process
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model
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+Finite-time ruin probabilities for discrete, possibly dependent, claim severities
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+A new look at the homogeneous risk model
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+Ruin probabilities for risk models with ordered claim arrivals
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+An order statistic characterization of the poisson renewal process
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+Eine Monotonieeigenschaft zufälliger Punktfolgen
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+The probability of ruin in finite time with discrete claim size distribution
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+On the characterization of point processes with the order statistic property without the moment condition
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+Small time two-sided LIL behavior for Lévy processes at zero
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+The order-statistic claim process with dependent claim frequencies and severities
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+Longitudinal modeling of insurance claim counts using jitters
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