Insurance risk and ruin.
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- On the distribution of classic and some exotic ruin times
- Large deviations in discrete-time renewal theory
- Asymptotic statistics in insurance risk theory
- More for less insurance model: an alternative to (re)insurance
- On the risk of ruin in a SIS type epidemic
- On automatic bias reduction for extreme expectile estimation
- Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital
- The performance of the hypergeometric \(np\) chart with estimated parameter
- On corrected phase-type approximations of the time value of ruin with heavy tails
- Large deviation principles for renewal-reward processes
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- Insurance risk and ruin.
- scientific article; zbMATH DE number 3844884 (Why is no real title available?)
- Gerber-Shiu risk theory
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- Maximum likelihood estimation of ruin probability in the classical risk model with exponential claims
- Risk theory. A heavy tail approach
- Credibility in Favor of Unlucky Insureds
- Large deviations in renewal models of statistical mechanics
- Statistical fluctuations under resetting: rigorous results
- Ruin probability for finite negative binomial mixture claims via recurrence sequences
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading
- Local limit theorems for collective risk models
- An expectile computation cookbook
- Discrete half-logistic distributions with applications in reliability and risk analysis
- Ruin probabilities as recurrence sequences in a discrete-time risk process
- A new discrete exponential distribution: properties and applications
- An extension of interval probabilities using modal interval theory and its application to non-life insurance
- Efficient evaluation of risk allocations
- Covariance identities and variance bounds for infinitely divisible random variables and their applications
- Insurance design for the loss of epidemic outbreaks involving Cramér-Lundberg model
- Probability of ruin within finite time and Cramér-Lundberg inequality for fractional risk processes
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