Marcin Rudź

Available identifiers

zbMath Open rudz.marcinMaRDI QIDQ1637418

List of research outcomes

Publication	Date of Publication	Type
General bounds for the deficit distribution at ruin in the sparre Andersen model	2025-01-10	Paper
General methods for bounding multidimensional ruin probabilities in regime-switching models	2022-07-07	Paper
Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model	2021-01-18	Paper
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model	2021-01-18	Paper
Banach contraction principle and ruin probabilities in regime-switching models	2018-06-15	Paper
Deficit distributions at ruin in a regime-switching Sparre Andersen model	2018-06-08	Paper
A generalization of Gerber's inequality for ruin probabilities in risk-switching models	2017-12-22	Paper
Sharp approximations of ruin probabilities in the discrete time models	2013-12-17	Paper

Research outcomes over time

This page was built for person: Marcin Rudź