Ruin probabilities based at claim instants for some non-Poisson claim processes
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Recommendations
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
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Cites work
- scientific article; zbMATH DE number 4155539 (Why is no real title available?)
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 3736680 (Why is no real title available?)
- Calculation of the probability of eventual ruin by Beekman's convolution series
- Computational methods in risk theory: a matrix-algorithmic approach
- Diffusion premiums for claim severities subject to inflation
- Phase-type representations in random walk and queueing problems
- Recursive calculation of finite-time ruin probabilities
- Representation and explicit calculation of Finite-time ruin probabilities
Cited in
(13)- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
- Computational methods in risk theory: a matrix-algorithmic approach
- Erlangian approximation to finite time ruin probabilities in perturbed risk models
- On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
- Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
- PH approximation of two-barrier ruin probability for Lévy risk having two-sided PH jumps
- The non-ruin probability for the risk reserve process with exponential type claims
- Some ruin problems for the MAP risk model
- Recursive methods for a multi-dimensional risk process with common shocks
- Finite time ruin probabilities with one Laplace inversion.
- How many claims does it take to get ruined and recovered?
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
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