The probability of ruin in finite time
From MaRDI portal
Publication:1589832
DOI10.1007/BF02465844zbMATH Open0983.91029MaRDI QIDQ1589832FDOQ1589832
Authors: R. Smith 
Publication date: 23 April 2002
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Recommendations
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Second Order Behaviour of Ruin Probabilities
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models
- Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
Cites Work
- Title not available (Why is that?)
- Large deviations results for subexponential tails, with applications to insurance risk
- Saddlepoint approximations for the probability of ruin in finite time
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Convergence rates for M/G/1 queues and ruin problems with heavy tails
- Title not available (Why is that?)
- Title not available (Why is that?)
- The queue GI/G/1: Finite moments of the cycle variables and uniform rates of convergence
- Approximations for the probability of ruin within finite time
- Asymptotic ruin probabilities when exponential moments do not exist
- Title not available (Why is that?)
Cited In (9)
- An asymptotic expression for the probability of ruin within finite time
- Approximations for the probability of ruin within finite time
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Symbolic calculation of the moments of the time of ruin.
- On One Estimate of the Ruin Probability
- Second Order Behaviour of Ruin Probabilities
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Ruin probabilities in models of resource management and insurance: a synthesis
- Ruin probability for a risk model
This page was built for publication: The probability of ruin in finite time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1589832)
