A new look at the homogeneous risk model
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Publication:654830
DOI10.1016/j.insmatheco.2011.08.005zbMath1229.91162MaRDI QIDQ654830
Claude Lefèvre, Philippe Picard
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.08.005
risk process; Appell polynomials; convex order; non-ruin probability; order statistic property; finite time horizon; variance-to-mean ratio
62P05: Applications of statistics to actuarial sciences and financial mathematics
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RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS, Boundary crossing of order statistics point processes, Large deviations for a class of counting processes and some statistical applications, Probabilistic approach to Appell polynomials, Duality in ruin problems for ordered risk models, Survival probabilities in bivariate risk models, with application to reinsurance, On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing, Ruin probabilities for risk models with ordered claim arrivals, Correlated fractional counting processes on a finite-time interval, Appell pseudopolynomials and Erlang-type risk models, A survey of some recent results on Risk Theory
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