Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2009.01.003
@@ Property / DOI: 10.1016/j.insmatheco.2009.01.003 / rank @@
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+https://doi.org/10.1016/j.insmatheco.2009.01.003
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@@ Property / OpenAlex ID @@
+W1998946939
@@ Property / OpenAlex ID: W1998946939 / rank @@
+Normal rank
@@ Property / cites work @@
+A ruin model with dependence between claim sizes and claim intervals
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@@ Property / cites work @@
+Exponential Behavior in the Presence of Dependence in Risk Theory
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@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
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@@ Property / cites work @@
+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
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@@ Property / cites work @@
+On the distribution of the claim causing ruin
@@ Property / cites work: On the distribution of the claim causing ruin / rank @@
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@@ Property / cites work @@
+Ruin probabilities for Erlang (2) risk processes
@@ Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank @@
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@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
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@@ Property / cites work @@
+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
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@@ Property / cites work @@
+Q4493303
@@ Property / cites work: Q4493303 / rank @@
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@@ Property / cites work @@
+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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@@ Property / cites work @@
+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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@@ Property / cites work @@
+Q3900799
@@ Property / cites work: Q3900799 / rank @@
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@@ Property / cites work @@
+Probabilities of ruin
@@ Property / cites work: Probabilities of ruin / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2009.01.003
@@ Property / DOI: 10.1016/J.INSMATHECO.2009.01.003 / rank @@
+Normal rank