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

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+A ruin model with dependence between claim sizes and claim intervals
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+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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+On the distribution of the claim causing ruin
@@ Property / cites work: On the distribution of the claim causing ruin / rank @@
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+Ruin probabilities for Erlang (2) risk processes
@@ Property / cites work: Ruin probabilities for Erlang (2) risk processes / rank @@
+Normal rank
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+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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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+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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+Q4493303
@@ Property / cites work: Q4493303 / rank @@
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+On ruin for the Erlang \((n)\) risk process
@@ Property / cites work: On ruin for the Erlang \((n)\) risk process / rank @@
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+On a general class of renewal risk process: analysis of the Gerber-Shiu function
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+Q3900799
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+Probabilities of ruin
@@ Property / cites work: Probabilities of ruin / rank @@
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