Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk (Q743171): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2013.12.004
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+W2064855127
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+Q5624436
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+Q3671491
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+Corrected normal approximation for the probability of ruin within finite time
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+Non-Poissonian claims' arrivals and calculation of the probability of ruin
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+Probabilities of ruin when the safety loading tends to zero
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+Adaptive control strategies and dependence of finite time ruin on the premium loading
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+Risk theory insight into a zone-adaptive control strategy
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+Equitable solvent controls in a multi-period game model of risk
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+Level premium rates as a function of initial capital
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+Rationale of underwriters' pricing conduct on competitive insurance market
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+Annual intrinsic value of a company in a competitive insurance market
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+Simulation analysis of ruin capital in Sparre Andersen's model of risk
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+Q5339835
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+Q5583504
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+Q3844537
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+Q5794747
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+Publication:743171