Continuity Estimates for Ruin Probabilities
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Cites work
- Aspects of risk theory
- scientific article; zbMATH DE number 3866333 (Why is no real title available?)
- scientific article; zbMATH DE number 3706281 (Why is no real title available?)
- scientific article; zbMATH DE number 1040052 (Why is no real title available?)
- scientific article; zbMATH DE number 782700 (Why is no real title available?)
- Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. I
- Markov chains and stochastic stability
- Rate modulation in dams and ruin problems
- Ruin probabilities expressed in terms of storage processes
Cited in
(16)- Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
- Banach contraction principle and ruin probabilities in regime-switching models
- Continuity inequalities for multidimensional renewal risk models
- Sensitivity of the stability bound for ruin probabilities to claim distributions
- Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model
- Sulla dipendenza continua della probabilità di rovina dal caricamento dei premi
- Strong stability in a two-dimensional classical risk model with independent claims
- The morphing of fluid queues into Markov-modulated Brownian motion
- Simple continuity inequalities for ruin probability in the classical risk model
- Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes
- The stability of the probability of ruin
- Functional sensitivity analysis of ruin probability in the classical risk models
- Semi-parametric approach for approximating the ruin probability of classical risk models with large claims
- A continuity theorem in the ruin problem
- Applications of the Banach fixed-point theorem to analyze insolvency problems of an insurance company
- Some continuity estimates for ruin probability and other ruin-related quantities
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