A note on the adjustment coefficient in ruin theory
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Cites work
Cited in
(11)- The submartingale assumption in risk theory
- A bootstrap procedure for estimating the adjustment coefficients
- On the estimation of the adjustment coefficient in risk theory by means of stochastic approximation procedures
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
- A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications
- A note on positive supermartingales in ruin theory
- An operational interpretation and existence of the Aumann-Serrano index of riskiness
- Adjustment coefficient for risk processes in some dependent contexts
- Ruin probabilities via local adjustment coefficients
- Monitoring risk in a ruin model perturbed by diffusion
- On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
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