Inequality extensions of Prabhu's formula in ruin theory
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Publication:1302129
DOI10.1016/S0167-6687(98)00056-0zbMATH Open0982.91032OpenAlexW2016659093MaRDI QIDQ1302129FDOQ1302129
Marc J. Goovaerts, Floriaen E. C. De Vylder
Publication date: 12 September 1999
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00056-0
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Cites Work
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- Explicit finite-time and infinite-time ruin probabilities in the continuous case
- The probability of ruin in finite time with discrete claim size distribution
- On the Time Value of Ruin
- On the Ruin Problem of Collective Risk Theory
- Title not available (Why is that?)
- Mathematical fun with ruin theory
- Homogeneous risk models with equalized claim amounts
- Inversed martingales in risk theory
- A new proof for a known result in risk theory
Cited In (9)
- Ruin and deficit under claim arrivals with the order statistics property
- Ruin probabilities for risk models with ordered claim arrivals
- Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
- First-exit times for compound poisson processes for some types of positive and negative jumps
- Duality in ruin problems for ordered risk models
- De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
- Two-sided exit problems in the ordered risk model
- A new look at the homogeneous risk model
- Homogeneous risk models with equalized claim amounts
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