On some measures of the severity of ruin in the classical Poisson model
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Publication:1333587
DOI10.1016/0167-6687(94)00006-9zbMath0813.62093OpenAlexW2079601421MaRDI QIDQ1333587
Publication date: 15 September 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(94)00006-9
martingalesPoisson modelduration of ruincollective risk theorycost of recoverymaximal severity of ruinruin of an insurance company
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Cites Work
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- On the distribution of the claim causing ruin
- When does the surplus reach a given target?
- The surpluses immediately before and at ruin, and the amount of the claim causing ruin
- On the distribution of the surplus prior to ruin
- How long is the surplus below zero?
- Martingales and insurance risk
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