A survey of some recent results on Risk Theory

DOI10.1051/proc/201444020zbMath1338.62186OpenAlexW2113794699MaRDI QIDQ3451729

Landy Rabehasaina, Christophe Dutang, Stéphane Loisel, Florin Avram, Romain Biard

Publication date: 17 November 2015

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201444020

Mathematics Subject Classification ID

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Cites Work

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• A two-dimensional ruin problem on the positive quadrant
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• Simple approximations of ruin probabilities
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• Risk Processes with Interest Force in Markovian Environment
• A geometric interpretation of the relations between the exponential and generalized Erlang distributions
• A note on generalized hyperexponential distributions
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• Phase-type distributions and representations: Some results and open problems for system theory
• Matching moments to phase distributions: Mixtures of erlang distributions of common order
• On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
• Matching Three Moments with Minimal Acyclic Phase Type Distributions
• Exponential Behavior in the Presence of Dependence in Risk Theory

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