Discrete Lundberg-type bounds with actuarial applications (Q5429600): Difference between revisions

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-.1051/ps:2007016
@@ Property / DOI: 10.1051/ps:2007016 / rank @@
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+W2139024560
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@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
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@@ Property / cites work @@
+The discrete-time risk model with correlated classes of business
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@@ Property / cites work @@
+Bounds on gambler's ruin probabilities in terms of moments
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+Q5538132
@@ Property / cites work: Q5538132 / rank @@
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+On a class of discrete time renewal risk models
@@ Property / cites work: On a class of discrete time renewal risk models / rank @@
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+Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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+The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
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+The preservation of classes of discrete distributions under convolution and mixing
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+The moments of ruin time in the classical risk model with discrete claim size distribution
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+The probability of ruin in finite time with discrete claim size distribution
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@@ Property / cites work @@
+Q4004226
@@ Property / cites work: Q4004226 / rank @@
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+Q4367948
@@ Property / cites work: Q4367948 / rank @@
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+Q4301147
@@ Property / cites work: Q4301147 / rank @@
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+On higher-order properties of compound geometric distributions
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+Compound geometric residual lifetime distributions and the deficit at ruin.
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+Aging and other distributional properties of discrete compound geometric distributions
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@@ Property / cites work @@
+Lundberg inequalities for renewal equations
@@ Property / cites work: Lundberg inequalities for renewal equations / rank @@
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+Equilibrium compound distributions and stop-loss moments
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@@ Property / DOI @@
+.1051/PS:2007016
@@ Property / DOI: 10.1051/PS:2007016 / rank @@
+Normal rank