| Publication | Date of Publication | Type |
|---|
Time-Dependent Analysis of Some Infinite Server Queues with Bulk Poisson Arrivals
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
Finite-time ruin probabilities using bivariate Laguerre series
Scandinavian Actuarial Journal | 2023-03-13 | Paper |
Remarks on a generalized inverse Gaussian type integral with applications
Applied Mathematics and Computation | 2022-06-21 | Paper |
On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model
North American Actuarial Journal | 2022-02-11 | Paper |
Author’s Reply: On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model - Discussion by David C. M. Dickson; Jae-Kyung Woo; Hans U. Gerber; Elias S. W. Shiu
North American Actuarial Journal | 2022-02-11 | Paper |
On the class of Erlang mixtures with risk theoretic applications
North American Actuarial Journal | 2022-01-10 | Paper |
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah
North American Actuarial Journal | 2022-01-10 | Paper |
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters
North American Actuarial Journal | 2022-01-10 | Paper |
“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005
North American Actuarial Journal | 2021-12-22 | Paper |
Characterization, robustness, and aggregation of signed Choquet integrals
Mathematics of Operations Research | 2021-01-08 | Paper |
On series expansions for scale functions and other ruin-related quantities
Scandinavian Actuarial Journal | 2020-08-26 | Paper |
Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
Applied Mathematics and Computation | 2019-11-12 | Paper |
Loss models. From data to decisions
Wiley Series in Probability and Statistics | 2019-03-21 | Paper |
A temporal approach to the Parisian risk model
Journal of Applied Probability | 2018-09-26 | Paper |
Analysis of IBNR claims in renewal insurance models
Scandinavian Actuarial Journal | 2018-07-17 | Paper |
The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
A note on deficit analysis in dependency models involving Coxian claim amounts
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
On some properties of a class of multivariate Erlang mixtures with insurance applications
ASTIN Bulletin | 2018-06-04 | Paper |
Surplus analysis of Sparre Andersen insurance risk processes
Springer Actuarial | 2018-01-22 | Paper |
A note on the convexity of ruin probabilities
Insurance Mathematics & Economics | 2017-05-24 | Paper |
On the analysis of ruin-related quantities in the delayed renewal risk model
Insurance Mathematics & Economics | 2016-01-05 | Paper |
A note on order statistics in the mixed Erlang case
Statistics & Probability Letters | 2015-12-22 | Paper |
On a risk model with claim investigation
Insurance Mathematics & Economics | 2015-12-14 | Paper |
On a partial integrodifferential equation of Seal's type
Insurance Mathematics & Economics | 2015-05-26 | Paper |
On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times
Insurance Mathematics & Economics | 2015-02-03 | Paper |
On the analysis of time dependent claims in a class of birth process claim count models
Insurance Mathematics & Economics | 2015-01-28 | Paper |
An adaptive premium policy with a Bayesian motivation in the classical risk model
Insurance Mathematics & Economics | 2014-04-14 | Paper |
On the analysis of a general class of dependent risk processes
Insurance Mathematics & Economics | 2014-04-10 | Paper |
Some distributional properties of a class of counting distributions with claims analysis applications
ASTIN Bulletin | 2014-02-27 | Paper |
On mixing, compounding, and tail properties of a class of claim number distributions
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
The proper distribution function of the deficit in the delayed renewal risk model
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
On orderings and bounds in a generalized Sparre Andersen risk model
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
Loss models. Further topics
Wiley Series in Probability and Statistics | 2013-09-12 | Paper |
On the analysis of a class of loss models incorporating time dependence
European Actuarial Journal | 2013-08-20 | Paper |
Loss models. From data to decisions
Wiley Series in Probability and Statistics | 2012-09-18 | Paper |
Distributional analysis of a generalization of the Pólya process
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Insurance Mathematics & Economics | 2011-12-21 | Paper |
Gerber-Shiu analysis with a generalized penalty function.
Scandinavian Actuarial Journal | 2011-11-26 | Paper |
Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends
ASTIN Bulletin | 2011-01-20 | Paper |
The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function
Methodology and Computing in Applied Probability | 2009-08-31 | Paper |
On the expectation of total discounted operating costs up to default and its applications
Advances in Applied Probability | 2009-07-22 | Paper |
On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Loss Models
Wiley Series in Probability and Statistics | 2008-07-24 | Paper |
On the Distribution of the Deficit at Ruin when Claims are Phase-type
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
Equilibrium compound distributions and stop-loss moments
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
| scientific article; zbMATH DE number 5196618 (Why is no real title available?) | 2007-09-28 | Paper |
On the discounted penalty function in the renewal risk model with general interclaim times
Insurance Mathematics & Economics | 2007-07-19 | Paper |
A note on a class of delayed renewal risk processes
Insurance Mathematics & Economics | 2007-03-02 | Paper |
The Density of the Time to Ruin in the Classical Poisson Risk Model
ASTIN Bulletin | 2006-10-04 | Paper |
The preservation of classes of discrete distributions under convolution and mixing
Insurance Mathematics & Economics | 2006-06-09 | Paper |
The deficit at ruin in the stationary renewal risk model
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
Statistical Independence and Fractional Age Assumptions
North American Actuarial Journal | 2006-01-13 | Paper |
On the Moments of the Time of Ruin with Applications to Phase-Type Claims
North American Actuarial Journal | 2006-01-06 | Paper |
Monotonicity and aging properties of random sums
Statistics & Probability Letters | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 2172354 (Why is no real title available?) | 2005-05-30 | Paper |
On applications of residual lifetimes of compound geometric convolutions
Journal of Applied Probability | 2005-04-18 | Paper |
On the Density and Moments of the Time of Ruin with Exponential Claims
ASTIN Bulletin | 2005-03-30 | Paper |
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
Insurance Mathematics & Economics | 2005-01-13 | Paper |
Symbolic calculation of the moments of the time of ruin.
Insurance Mathematics & Economics | 2004-05-27 | Paper |
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
A generalized defective renewal equation for the surplus process perturbed by diffusion.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On the moments of the surplus process perturbed by diffusion.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
The Gerber-Shiu discounted penalty function in the stationary renewal risk model.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Compound geometric residual lifetime distributions and the deficit at ruin.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Aging and other distributional properties of discrete compound geometric distributions
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On higher-order properties of compound geometric distributions
Journal of Applied Probability | 2003-04-29 | Paper |
On the transient analysis of the \(M^X/M/\infty\) queue
Operations Research Letters | 2002-09-03 | Paper |
Lundberg inequalities for renewal equations
Advances in Applied Probability | 2002-05-23 | Paper |
On classes of lifetime distributions with unknown age
Probability in the Engineering and Informational Sciences | 2002-02-17 | Paper |
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
Insurance Mathematics & Economics | 2001-10-26 | Paper |
On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
Scandinavian Actuarial Journal | 2001-03-01 | Paper |
Lundberg approximations for compound distributions with insurance applications
Lecture Notes in Statistics | 2000-12-19 | Paper |
A laplace transform representation in a class of renewal queueing and risk processes
Journal of Applied Probability | 2000-08-16 | Paper |
Analysis of a defective renewal equation arising in ruin theory
Insurance Mathematics & Economics | 2000-01-31 | Paper |
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions
Insurance Mathematics & Economics | 1999-11-08 | Paper |
Exponential and scale mixtures and equilibrium distributions
Scandinavian Actuarial Journal | 1999-03-25 | Paper |
Exact and approximate properties of the distribution of surplus before and after ruin
Insurance Mathematics & Economics | 1999-01-27 | Paper |
On a class of approximations for ruin and waiting time probabilities
Operations Research Letters | 1998-10-06 | Paper |
On the relationship between bounds on the tails of compound distributions
Insurance Mathematics & Economics | 1998-04-29 | Paper |
| scientific article; zbMATH DE number 1128584 (Why is no real title available?) | 1998-03-12 | Paper |
Simplified bounds on the tails of compound distributions
Journal of Applied Probability | 1998-03-02 | Paper |
Upper bounds for the tail of the compound negative binomial distribution
Scandinavian Actuarial Journal | 1997-12-02 | Paper |
Bounds on the tails of convolutions of compound distributions
Insurance Mathematics & Economics | 1997-01-07 | Paper |
A non-exponential generalization of an inequality arising in queueing and insurance risk
Journal of Applied Probability | 1996-10-21 | Paper |
A note on parameters orthogonal to the mean
Biometrika | 1995-11-28 | Paper |
Lundberg bounds on the tails of compound distributions
Journal of Applied Probability | 1995-03-20 | Paper |
| scientific article; zbMATH DE number 591099 (Why is no real title available?) | 1995-03-16 | Paper |
Refinements and distributional generalizations of Lundberg's inequality
Insurance Mathematics & Economics | 1995-01-09 | Paper |
Ruin probabilities in the compound binomial model
Insurance Mathematics & Economics | 1994-10-24 | Paper |
| scientific article; zbMATH DE number 591097 (Why is no real title available?) | 1994-10-11 | Paper |
Asymptotic tail behaviour of Poisson mixtures by applications
Advances in Applied Probability | 1990-01-01 | Paper |
On the construction of a parameter orthogonal to the mean
Biometrika | 1990-01-01 | Paper |
The total claims distribution under inflationary conditions
Scandinavian Actuarial Journal | 1989-01-01 | Paper |
On evaluation of the Delaporte distribution and related distributions
Scandinavian Actuarial Journal | 1989-01-01 | Paper |
Limiting tail behaviour of some discrete compound distributions
Insurance Mathematics & Economics | 1989-01-01 | Paper |
On Posterior Probabilities and Moments in Mixed Poisson Processes
Scandinavian Actuarial Journal | 1989-01-01 | Paper |
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
Insurance Mathematics & Economics | 1988-01-01 | Paper |
A remark on the Poisson-Pascal and some other contagious distributions
Statistics & Probability Letters | 1988-01-01 | Paper |
A note on the equilibrium <i>M/G</i>/1 queue length
Journal of Applied Probability | 1988-01-01 | Paper |
Approximations for stop-loss premiums
Insurance Mathematics & Economics | 1987-01-01 | Paper |
On the probabilities of the log-zero-poisson distribution
The Canadian Journal of Statistics | 1987-01-01 | Paper |
Difference equation approaches in evaluation of compound distributions
Insurance Mathematics & Economics | 1987-01-01 | Paper |
Compound Poisson models in actuarial risk theory
Journal of Econometrics | 1983-01-01 | Paper |
