Homogeneous risk models with equalized claim amounts

DOI10.1016/S0167-6687(99)00055-4zbMATH Open1103.91361OpenAlexW2082246251MaRDI QIDQ1584518FDOQ1584518

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

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zbMATH Keywords

Ruin probabilityRisk modelHomogeneous risk modelPrabhu's formula

Mathematics Subject Classification ID

Cites Work

• Inequality extensions of Prabhu's formula in ruin theory

Cited In (12)

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

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