scientific article; zbMATH DE number 3600993

Cited in

(26)

Conjugate processes and the simulation of ruin problems
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
On the computation of the aggregate claim distribution when individual claims are inverse Gaussian
Non-Poissonian claims' arrivals and calculation of the probability of ruin
A semiparametric technique to estimate survival probabilities
Controlled diffusion models for optimal dividend pay-out
Difference equation approaches in evaluation of compound distributions
Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
Ruin probabilities with compounding assets
On the distribution of classic and some exotic ruin times
On a partial integrodifferential equation of Seal's type
Gerber-Shiu analysis of a risk model with capital injections
An improvement of the Berry-Esseen inequality with applications to Poisson and mixed Poisson random sums
Calculating continuous time ruin probabilities for a large portfolio with varying premiums
Approximations to ruin probability in the presence of an upper absorbing barrier
Computing finite-time survival probabilities using multinomial approximations of risk models
On the interaction between risk and queueing theories
Discrete Schur-constant models
On the class of Erlang mixtures with risk theoretic applications
“On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model,” David Landriault and Gordon Willmot, Volume 13, No. 2, 2009
On a nonparametric estimator for the finite time survival probability with zero initial surplus
The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
Compound Poisson models in actuarial risk theory
Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
Approximating the finite-time ruin probability under interest force
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

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