Ruin probabilities for risk models with ordered claim arrivals
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Publication:2513660
DOI10.1007/s11009-013-9334-yzbMath1307.91098OpenAlexW1981112092MaRDI QIDQ2513660
Philippe Picard, Claude Lefèvre
Publication date: 28 January 2015
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-013-9334-y
order statisticsruin probabilityAppell polynomialslinear birth process with immigrationlinear death processfinite or infinite horizon(mixed) Poisson process
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Related Items (8)
RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS ⋮ Duality in ruin problems for ordered risk models ⋮ Distributional study of finite-time ruin related problems for the classical risk model ⋮ On double-boundary non-crossing probability for a class of compound processes with applications ⋮ Ruin and deficit under claim arrivals with the order statistics property ⋮ Two-sided exit problems in the ordered risk model ⋮ Approximating the probability density function of a transformation of random variables ⋮ Fraud risk assessment within blockchain transactions
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