Recommendations
- scientific article; zbMATH DE number 1475713
- Ruin probabilities in the presence of heavy-tails and interest rates
- Estimate for probability of ruin of insurance company for some insurance model
- Estimation of ruin probabilities by means of hazard rates
- On ruin probability and aggregate claim representations for Pareto claim size distributions
Cites work
- scientific article; zbMATH DE number 3844884 (Why is no real title available?)
- scientific article; zbMATH DE number 3662270 (Why is no real title available?)
- scientific article; zbMATH DE number 3710458 (Why is no real title available?)
- scientific article; zbMATH DE number 3591262 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- A property of longtailed distributions
- A property of the generalized inverse Gaussian distribution with some applications
- Bounds for classical ruin probabilities
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Subexponential distributions and integrated tails
- Subexponentiality and infinite divisibility
- The class of subexponential distributions
Cited in
(21)- On a risk model with random incomes and dependence between claim sizes and claim intervals
- How common sense can be misleading in ruin theory
- A solution to the ruin problem for Pareto distributions.
- Estimation of ruin probabilities by means of hazard rates
- The perturbed compound Poisson risk model with two-sided jumps
- Estimating the loading of the largest claims covers
- On the time value of absolute ruin with debit interest
- Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves
- Modeling large claims in non-life insurance
- Ruin probabilities allowing for delay in claims settlement
- Evaluating ruin probabilities: a streamlined approach
- Estimating ruin probabilities in the Cramér-Lundberg model with heavy-tailed claims
- scientific article; zbMATH DE number 3996882 (Why is no real title available?)
- scientific article; zbMATH DE number 123485 (Why is no real title available?)
- Extreme value statistics and wind storm losses: A case study
- Estimation of distribution tails —a semiparametric approach
- The compound Poisson risk model with dependence under a multi-layer dividend strategy
- On ruin probability and aggregate claim representations for Pareto claim size distributions
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
- Large claims approximations for risk processes in a Markovian environment
- On the time value of absolute ruin with tax
This page was built for publication: Ruin estimates for large claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1116613)
