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Cites work
- scientific article; zbMATH DE number 3551671 (Why is no real title available?)
- scientific article; zbMATH DE number 3301915 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- A class of weighted Poisson processes
- A finite-time ruin probability formula for continuous claim severities
- An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities
- First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
- Homogeneous risk models with equalized claim amounts
- Inequality extensions of Prabhu's formula in ruin theory
- Moment generating functions of compound renewal sums with discounted claims
- On Appell polynomials
- On the moments of aggregate discounted claims with dependence introduced by a FGM copula
- Optimal joint survival reinsurance: an efficient frontier approach
- Polynomial structures in order statistics distributions
- Problèmes de ruine en théorie du risque à temps discret avec horizon fini
- Ruin probabilities
- Stochastic orders
- The probability of ruin in finite time with discrete claim size distribution
- Two-Sided Bounds for the Finite Time Probability of Ruin
Cited in
(23)- Orthogonal polynomial expansions to evaluate stop-loss premiums
- De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
- The de Vylder-Goovaerts conjecture holds within the diffusion limit
- Large deviations for a class of counting processes and some statistical applications
- Probabilistic approach to Appell polynomials
- On double-boundary non-crossing probability for a class of compound processes with applications
- Boundary crossing of order statistics point processes
- Distributional study of finite-time ruin related problems for the classical risk model
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
- Appell pseudopolynomials and Erlang-type risk models
- Duality in ruin problems for ordered risk models
- Risk models in insurance and epidemics: a bridge through randomized polynomials
- First crossing time, overshoot and Appell-Hessenberg type functions
- On the evaluation of finite-time ruin probabilities in a dependent risk model
- Correlated fractional counting processes on a finite-time interval
- A nonhomogeneous risk model for insurance
- Fraud risk assessment within blockchain transactions
- Ruin and deficit under claim arrivals with the order statistics property
- Homogeneous risk models with equalized claim amounts
- Survival probabilities in bivariate risk models, with application to reinsurance
- A survey of some recent results on risk theory
- Ruin probabilities for risk models with ordered claim arrivals
- Two-sided exit problems in the ordered risk model
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