On the distribution of classic and some exotic ruin times
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Publication:2010893
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Cites work
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 3600993 (Why is no real title available?)
- A note on ruin problems in perturbed classical risk models
- A note on some joint distribution functions involving the time of ruin
- An insurance risk model with Parisian implementation delays
- DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS
- Distributional study of finite-time ruin related problems for the classical risk model
- Erlang risk models and finite time ruin problems
- Exit identities for Lévy processes observed at Poisson arrival times
- Fluctuations of Lévy processes with applications. Introductory lectures
- Gerber-Shiu risk theory
- Insurance risk and ruin.
- Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
- Kendall's identity for the first crossing time revisited
- Loss models. From data to decisions
- Number of claims and ruin time for a refracted risk process
- Occupation times of spectrally negative Lévy processes with applications
- On a partial integrodifferential equation of Seal's type
- On composite lognormal-Pareto models
- On some properties of a class of multivariate Erlang mixtures with insurance applications
- On the Ruin Problem of Collective Risk Theory
- On the Time Value of Ruin
- On the class of Erlang mixtures with risk theoretic applications
- On the decomposition of the ruin probability for a jump-diffusion surplus process compounded by a geometric Brownian motion
- On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
- Parisian ruin probability for spectrally negative Lévy processes
- Poissonian potential measures for Lévy risk models
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function
- Randomized onservation periods for the compound Poisson risk model: dividends
- Ruin probability with Parisian delay for a spectrally negative Lévy risk process
- Surplus analysis of Sparre Andersen insurance risk processes
- The Density of the Time to Ruin in the Classical Poisson Risk Model
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
- The expected discounted penalty function: from infinite time to finite time
- The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
- The perturbed compound Poisson risk model with two-sided jumps
Cited in
(4)- The Gerber-Shiu discounted penalty function: a review from practical perspectives
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
- On the area in the red of Lévy risk processes and related quantities
- Bridging the first and last passage times for Lévy models
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