A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(5 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spl.2017.06.001 / rank
Normal rank
 
Property / author
 
Property / author: Lestaw Gajek / rank
Normal rank
 
Property / author
 
Property / author: Lestaw Gajek / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2017.06.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2624345266 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk theory in a Markovian environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Potential measures for spectrally negative Markov additive processes with applications in ruin theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite mixture and Markov switching models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the deficit distribution when ruin occurs -- discrete time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp approximations of ruin probabilities in the discrete time models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the parameters of a Markov-modulated loss process in insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of a drawdown-based regime-switching Lévy insurance model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Use of differential and integral inequalities to bound ruin and queuing probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a multi-dimensional risk model with regime switching / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPL.2017.06.001 / rank
 
Normal rank

Latest revision as of 03:32, 11 December 2024

scientific article
Language Label Description Also known as
English
A generalization of Gerber's inequality for ruin probabilities in risk-switching models
scientific article

    Statements

    A generalization of Gerber's inequality for ruin probabilities in risk-switching models (English)
    0 references
    0 references
    0 references
    22 December 2017
    0 references
    risk operators
    0 references
    risk-switching models
    0 references
    ruin probabilities
    0 references
    Gerber's inequality
    0 references
    Markov chains
    0 references

    Identifiers