Finite-time ruin probability in the inhomogeneous claim case
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Publication:619331
DOI10.1007/S10986-010-9084-2zbMATH Open1203.91111OpenAlexW2048646038MaRDI QIDQ619331FDOQ619331
Jonas Šiaulys, K. Blaževičius, Eugenija Bieliauskienė
Publication date: 24 January 2011
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-010-9084-2
Cites Work
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- Probabilité de ruine éventuelle dans un modèle de risque à temps discret
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Cited In (18)
- Note on the bi-risk discrete time risk model with income rate two
- Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
- Gerber–Shiu function for the discrete inhomogeneous claim case
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period
- Lundberg-type inequalities for non-homogeneous risk models
- Bi-seasonal discrete time risk model
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims
- Exponential bounds of ruin probabilities for non-homogeneous risk models
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities
- Multiseasonal discrete-time risk model revisited
- RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS
- Ruin Problems with Worsening Risks or with Infinite Mean Claims
- On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
- A Lundberg-type inequality for an inhomogeneous renewal risk model
- Ruin probability in the three-seasonal discrete-time risk model
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
- Reliability of a Discrete-Time System with Investment
- Bi-seasonal discrete time risk model with income rate two
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