Some comparison results for finite-time ruin probabilities in the classical risk model
From MaRDI portal
Publication:1681094
DOI10.1016/j.insmatheco.2017.09.004zbMath1397.91289OpenAlexW2760121850MaRDI QIDQ1681094
Julien Trufin, Pierre Zuyderhoff, Claude Lefèvre
Publication date: 23 November 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/258727/3/LefevreTrufinZuyderhoff2017_Diffusion.pdf
Related Items (2)
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model ⋮ Orthogonal polynomial expansions to evaluate stop-loss premiums
Cites Work
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
- Asymptotic ordering of risks and ruin probabilities
- Stochastic orders
- Subexponential distributions and characterizations of related classes
- Asymptotic ordering of distribution functions and convolution semigroups
- On the \(n\)th stop-loss transform order of ruin probability.
- On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims
- Insurance Risk and Ruin
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Some comparison results for finite-time ruin probabilities in the classical risk model