De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts

DOI10.1016/J.INSMATHECO.2021.07.007MaRDI QIDQ2665853zbMATH OpenOpenAlexWikidataFDO

Authors Bara Kim, Jeongsim Kim, Jerim Kim

Publication date 19 November 2021

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.07.007

zbMATH Keywords

De Vylder and Goovaerts' conjecturehomogeneous risk modelorder statisticsrisk reserve processruin probability

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• A new look at the homogeneous risk model
• Hazard rate ordering of the largest order statistics from geometric random variables
• Homogeneous risk models with equalized claim amounts
• Inequality extensions of Prabhu's formula in ruin theory
• On the De Vylder and Goovaerts conjecture about ruin for equalized claims
• The de Vylder-Goovaerts conjecture holds within the diffusion limit

Cited in

(4)

• On the De Vylder and Goovaerts conjecture about ruin for equalized claims
• On a remark of De Vylder
• The de Vylder-Goovaerts conjecture holds within the diffusion limit
• A complete proof of the De Vylder and Goovaerts conjecture for homogeneous risk models

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