Ruin probabilities as functions of the roots of a polynomial
From MaRDI portal
Publication:6166247
DOI10.15559/23-vmsta226zbMath1520.91101OpenAlexW4327518818MaRDI QIDQ6166247
David J. Santana, L. A. Rincon
Publication date: 2 August 2023
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/23-vmsta226
Related Items (1)
Cites Work
- An insurance risk model with Parisian implementation delays
- Approximation of the ruin probability using the scaled Laplace transform inversion
- A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
- Ruin probabilities for Bayesian exchangeable claims processes
- On the ruin probabilities of a bidimensional perturbed risk model
- Classical risk theory in an economic environment
- Ruin under interest force and subexponential claims: a simple treatment.
- Approximation of ruin probabilities via Erlangized scale mixtures
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures
- Ruin probability via quantum mechanics approach
- Ruin probability for finite Erlang mixture claims via recurrence sequences
- Interval estimation of the ruin probability in the classical compound Poisson risk model
- A nonhomogeneous risk model for insurance
- Modeling loss data using mixtures of distributions
- Ruin probabilities in models with a Markov chain dependence structure
- Ruin estimation for a general insurance risk model
- FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
- SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL
- On the Class of Erlang Mixtures with Risk Theoretic Applications
- Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Ruin probabilities as functions of the roots of a polynomial
