The probability of ruin in finite time with discrete claim size distribution
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Cites work
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Cited in
(71)- Sensitivity analysis and density estimation for finite-time ruin probabilities
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
- The moments of ruin time in the classical risk model with discrete claim size distribution
- Explicit finite-time and infinite-time ruin probabilities in the continuous case
- Inequality extensions of Prabhu's formula in ruin theory
- An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
- A discrete-time ruin model with dependence between interclaim arrivals and claim sizes
- Duality in ruin problems for ordered risk models
- Distributional study of finite-time ruin related problems for the classical risk model
- Ruin probability via quantum mechanics approach
- Approximation by B-spline convolution operators. A probabilistic approach
- Polynomial structures in order statistics distributions
- Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
- Survival probabilities in bivariate risk models, with application to reinsurance
- A Fourier-cosine method for finite-time ruin probabilities
- More for less insurance model: an alternative to (re)insurance
- Note on the bi-risk discrete time risk model with income rate two
- Ruin and deficit under claim arrivals with the order statistics property
- Optimal reinsurance via Dirac-Feynman approach
- Equitable solvent controls in a multi-period game model of risk
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- A nonhomogeneous risk model for insurance
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts
- Ruin probabilities for risk models with ordered claim arrivals
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- Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions
- Moment and polynomial bounds for ruin-related quantities in risk theory
- On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model
- On the Probability of (Non-) Ruin in Infinite Time
- Appell pseudopolynomials and Erlang-type risk models
- Ruin problems for a discrete time risk model with non-homogeneous conditions
- On finite-time ruin probabilities with reinsurance cycles influenced by large claims
- Bi-seasonal discrete time risk model
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
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- Ruin probability in the three-seasonal discrete-time risk model
- Optimal retention levels, given the joint survival of cedent and reinsurer
- A survey of some recent results on risk theory
- Problèmes de ruine en théorie du risque à temps discret avec horizon fini
- First-exit times for compound poisson processes for some types of positive and negative jumps
- The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital
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- A finite-time ruin probability formula for continuous claim severities
- Probabilistic approach to Appell polynomials
- scientific article; zbMATH DE number 6398557 (Why is no real title available?)
- Risk models in insurance and epidemics: a bridge through randomized polynomials
- Discrete Lundberg-type bounds with actuarial applications
- The expected discounted penalty function: from infinite time to finite time
- scientific article; zbMATH DE number 5187530 (Why is no real title available?)
- Finite-time ruin probabilities using bivariate Laguerre series
- Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
- Multiseasonal discrete-time risk model revisited
- Polynomial structures in rank statistics distributions
- First passage time law for some Lévy processes with compound Poisson: existence of a density
- A new look at the homogeneous risk model
- Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions
- Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
- On the evaluation of finite-time ruin probabilities in a dependent risk model
- Finite time ruin probability using Hawkes variable memory counting process with exponential distribution claims
- Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
- Finite-time ruin probabilities via multivariate Lagrangian inversion
- Stochastic bounds for the Sparre Andersen process
- The win-first probability under interest force
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
- Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
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