Marcin Rudź

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
General bounds for the deficit distribution at ruin in the sparre Andersen model Lithuanian Mathematical Journal	2025-01-10	Paper
General methods for bounding multidimensional ruin probabilities in regime-switching models Stochastics	2022-07-07	Paper
Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model Methodology and Computing in Applied Probability	2021-01-18	Paper
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model Methodology and Computing in Applied Probability	2021-01-18	Paper
Banach contraction principle and ruin probabilities in regime-switching models Insurance Mathematics & Economics	2018-06-15	Paper
Deficit distributions at ruin in a regime-switching Sparre Andersen model Journal of Applied Analysis	2018-06-08	Paper
A generalization of Gerber's inequality for ruin probabilities in risk-switching models Statistics & Probability Letters	2017-12-22	Paper
Sharp approximations of ruin probabilities in the discrete time models Scandinavian Actuarial Journal	2013-12-17	Paper

Research outcomes over time

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