De Vylder type approximation of the ruin probability for the insurer-reinsurer model
DOI10.14708/MA.V47I1.6417zbMATH Open1463.91107OpenAlexW4245648854WikidataQ127459723 ScholiaQ127459723MaRDI QIDQ5135656FDOQ5135656
Authors: Krzysztof Burnecki, Marek Teuerle, Aleksandra Wilkowska 
Publication date: 23 November 2020
Published in: Mathematica Applicanda (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14708/ma.v47i1.6417
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Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Simple approximations of ruin probabilities
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- Functional large deviations for multivariate regularly varying random walks
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Cited In (7)
- Title not available (Why is that?)
- On a remark of De Vylder
- Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy
- Simple approximations of ruin probabilities
- Practical approaches to the estimation of the ruin probability in a risk model with additional funds
- Ruin probabilities for two collaborating insurance companies
- Parisian ruin probability -- the De Vylder type approximation
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