scientific article; zbMATH DE number 3354481

MaRDI QIDQ5629102zbMATH OpenFDO

Authors Harald Cramér

Publication date 1971

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) History of statistics (62-03) Applications of statistics to actuarial sciences and financial mathematics (62P05) History of operations research and mathematical programming (90-03)

Cited in

(12)

• Ruin probability for finite Erlang mixture claims via recurrence sequences
• Representation of weakly maxitive monetary risk measures and their rate functions
• Optimal life-insurance selection and purchase within a market of several life-insurance providers
• A Lundberg-type inequality for an inhomogeneous renewal risk model
• Ruin probability with certain stationary stable claims generated by conservative flows
• Kernel perturbations for a class of second-kind convolution Volterra equations with non-negative kernels
• On Cramér's first contributions to ruin theory
• Adaptively Sparse Transformers Hawkes Process
• Ruin probabilities as functions of the roots of a polynomial
• Karl Pearson and the Scandinavian School of Statistics
• Iterated Poisson processes for catastrophic risk modeling in ruin theory
• Ruin probabilities for Bayesian exchangeable claims processes

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