A new look at the homogeneous risk model
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Publication:654830
DOI10.1016/J.INSMATHECO.2011.08.005zbMATH Open1229.91162OpenAlexW2077544696MaRDI QIDQ654830FDOQ654830
Authors: Philippe Picard, Claude Lefèvre 
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
Recommendations
convex orderrisk processAppell polynomialsnon-ruin probabilityorder statistic propertyfinite time horizonvariance-to-mean ratio
Cites Work
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- Optimal joint survival reinsurance: an efficient frontier approach
Cited In (23)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
- Ruin and deficit under claim arrivals with the order statistics property
- Ruin probabilities for risk models with ordered claim arrivals
- Orthogonal polynomial expansions to evaluate stop-loss premiums
- Appell pseudopolynomials and Erlang-type risk models
- Correlated fractional counting processes on a finite-time interval
- Survival probabilities in bivariate risk models, with application to reinsurance
- Duality in ruin problems for ordered risk models
- The de Vylder-Goovaerts conjecture holds within the diffusion limit
- On double-boundary non-crossing probability for a class of compound processes with applications
- First crossing time, overshoot and Appell-Hessenberg type functions
- Fraud risk assessment within blockchain transactions
- De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
- Boundary crossing of order statistics point processes
- Two-sided exit problems in the ordered risk model
- A survey of some recent results on risk theory
- Large deviations for a class of counting processes and some statistical applications
- Probabilistic approach to Appell polynomials
- A nonhomogeneous risk model for insurance
- On the evaluation of finite-time ruin probabilities in a dependent risk model
- Distributional study of finite-time ruin related problems for the classical risk model
- Risk models in insurance and epidemics: a bridge through randomized polynomials
- Homogeneous risk models with equalized claim amounts
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