On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155): Difference between revisions

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-.1016/j.insmatheco.2009.08.005
@@ Property / DOI: 10.1016/j.insmatheco.2009.08.005 / rank @@
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@@ Property / author @@
-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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@@ Property / author @@
+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2022098007
@@ Property / OpenAlex ID: W2022098007 / rank @@
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@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
+Normal rank
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+Q4379506
@@ Property / cites work: Q4379506 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved algorithms for rare event simulation with heavy tails
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+Second Order Behaviour of Ruin Probabilities
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+Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
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+On the Sums of Independently Distributed Pareto Variates
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+On subordinated distributions and generalized renewal measures
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+Loss Models
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+Q4059363
@@ Property / cites work: Q4059363 / rank @@
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+Theory prob. appl.
@@ Property / cites work: Theory prob. appl. / rank @@
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+A solution to the ruin problem for Pareto distributions.
+Normal rank
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+Exact waiting time and queue size distributions for equilibrium \(M/G/1\) queues with Pareto service
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+The distribution of compound sums of Pareto distributed losses
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+Q5302587
@@ Property / cites work: Q5302587 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions
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+Q4734608
@@ Property / cites work: Q4734608 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2009.08.005
@@ Property / DOI: 10.1016/J.INSMATHECO.2009.08.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:659155