Homogeneous risk models with equalized claim amounts

DOI10.1016/S0167-6687(99)00055-4MaRDI QIDQ1584518zbMATH OpenOpenAlexFDO

Authors Floriaen E. C. De Vylder, Marc J. Goovaerts

Publication date 2000

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6687(99)00055-4

zbMATH Keywords

Ruin probabilityRisk modelHomogeneous risk modelPrabhu's formula

Mathematics Subject Classification ID

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Cites work

• Inequality extensions of Prabhu's formula in ruin theory

Cited in

(12)

• De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
• The de Vylder-Goovaerts conjecture holds within the diffusion limit
• Approximating the probability density function of a transformation of random variables
• Inequality extensions of Prabhu's formula in ruin theory
• A new look at the homogeneous risk model
• Appell pseudopolynomials and Erlang-type risk models
• Duality in ruin problems for ordered risk models
• Ruin and deficit under claim arrivals with the order statistics property
• Survival probabilities in bivariate risk models, with application to reinsurance
• Ruin probabilities for risk models with ordered claim arrivals
• Zur Modellierung des Ausgleichs im Kollektiv
• Two-sided exit problems in the ordered risk model

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