Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
From MaRDI portal
Publication:6143887
DOI10.1515/demo-2023-0107OpenAlexW4389134516MaRDI QIDQ6143887
Claude Lefèvre, Philippe Picard
Publication date: 24 January 2024
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2023-0107
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some properties of Schur-constant survival models and their copulas
- Bivariate Gončarov polynomials and integer sequences
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
- Optimal joint survival reinsurance: an efficient frontier approach
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
- Decomposition of a Schur-constant model and its applications
- Survival probability for a two-dimensional risk model
- Multirisks model and finite-time ruin probabilities
- Gončarov polynomials and parking functions
- Partially Schur-constant models
- Survival probabilities in bivariate risk models, with application to reinsurance
- On partially Schur-constant models and their associated copulas
- Schur-constant and related dependence models, with application to ruin probabilities
- Explicit ruin formulas for models with dependence among risks
- Susceptibility sets and the final outcome of collective Reed-Frost epidemics
- Ruin and deficit under claim arrivals with the order statistics property
- A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas
- Probabilizing parking functions
- Recursive methods for a multi-dimensional risk process with common shocks
- On the first meeting or crossing of two independent trajectories for some counting processes.
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
- Polynomials, random walks and risk processes: a multivariate framework
- Multivariate Difference Gon\v{c}arov Polynomials
- A non-standard family of polynomials and the final size distribution of Reed-Frost epidemic processes
- Applications of martingale theory to some epidemic models
- The probability of ruin in finite time with discrete claim size distribution
- First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
- Abelian-type expansions and non-linear death processes(II)
- Stochastic Epidemic Models with Inference
- RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS
- Modeling and Generating Dependent Risk Processes for IRM and DFA
- Multivariate Counting Processes: Copulas and Beyond
- An Occupancy Discipline and Applications
- A unified analysis of the final size and severity distribution in collective Reed-Frost epidemic processes
This page was built for publication: Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities