Finite-time ruin probabilities for discrete, possibly dependent, claim severities (Q835688): Difference between revisions

@@ Property / author @@
-Claude Lefèvre
@@ Property / author: Claude Lefèvre / rank @@
-Normal rank
@@ Property / author @@
+Claude Lefèvre
@@ Property / author: Claude Lefèvre / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-009-9123-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2043763469
@@ Property / OpenAlex ID: W2043763469 / rank @@
+Normal rank
@@ Property / cites work @@
+Simple approximations of ruin probabilities
@@ Property / cites work: Simple approximations of ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
+Normal rank
@@ Property / cites work @@
+Polynomial structures in order statistics distributions
+Normal rank
@@ Property / cites work @@
+Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula
+Normal rank
@@ Property / cites work @@
+Recursive calculation of finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+Q3158278
@@ Property / cites work: Q3158278 / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Two-Sided Bounds for the Finite Time Probability of Ruin
+Normal rank
@@ Property / cites work @@
+A finite-time ruin probability formula for continuous claim severities
+Normal rank
@@ Property / cites work @@
+An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
+Normal rank
@@ Property / cites work @@
+Q5461830
@@ Property / cites work: Q5461830 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions
+Normal rank
@@ Property / cites work @@
+On finite-time ruin probabilities for classical risk models
+Normal rank
@@ Property / cites work @@
+A nonhomogeneous risk model for insurance
@@ Property / cites work: A nonhomogeneous risk model for insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
+Normal rank
@@ Property / cites work @@
+Sheffer polynomials for computing exact Kolmogorov-Smirnov and Renyi type distributions
+Normal rank
@@ Property / cites work @@
+First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
+Normal rank
@@ Property / cites work @@
+The probability of ruin in finite time with discrete claim size distribution
+Normal rank
@@ Property / cites work @@
+Probabilité de ruine éventuelle dans un modèle de risque à temps discret
+Normal rank
@@ Property / cites work @@
+Problèmes de ruine en théorie du risque à temps discret avec horizon fini
+Normal rank
@@ Property / cites work @@
+Multirisks model and finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+Q5592832
@@ Property / cites work: Q5592832 / rank @@
+Normal rank
@@ Property / cites work @@
+Calculation of the probability of eventual ruin by Beekman's convolution series
+Normal rank