Ruin probabilities as functions of the roots of a polynomial
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Publication:6166247
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Cites work
- scientific article; zbMATH DE number 815575 (Why is no real title available?)
- scientific article; zbMATH DE number 3431646 (Why is no real title available?)
- scientific article; zbMATH DE number 3218275 (Why is no real title available?)
- scientific article; zbMATH DE number 3347420 (Why is no real title available?)
- scientific article; zbMATH DE number 3354481 (Why is no real title available?)
- A nonhomogeneous risk model for insurance
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
- An insurance risk model with Parisian implementation delays
- Approximation of ruin probabilities via Erlangized scale mixtures
- Approximation of the ruin probability using the scaled Laplace transform inversion
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures
- Classical risk theory in an economic environment
- Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
- Interval estimation of the ruin probability in the classical compound Poisson risk model
- Loss models. From data to decisions
- Modeling loss data using mixtures of distributions
- On the class of Erlang mixtures with risk theoretic applications
- On the ruin probabilities of a bidimensional perturbed risk model
- Ruin estimation for a general insurance risk model
- Ruin probabilities
- Ruin probabilities for Bayesian exchangeable claims processes
- Ruin probabilities in models with a Markov chain dependence structure
- Ruin probability for finite Erlang mixture claims via recurrence sequences
- Ruin probability via quantum mechanics approach
- Ruin under interest force and subexponential claims: a simple treatment.
- Simple continuity inequalities for ruin probability in the classical risk model
Cited in
(6)- On a function-theoretic ruin problem
- Ruin probability for finite Erlang mixture claims via recurrence sequences
- Multiseasonal discrete-time risk model revisited
- Computational analysis of the \(GI/G/1\) risk process using roots
- Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
- Ruin probabilities as recurrence sequences in a discrete-time risk process
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