General bounds for the deficit distribution at ruin in the sparre Andersen model
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Publication:6660041
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Cites work
- scientific article; zbMATH DE number 1249326 (Why is no real title available?)
- A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Cramér-Lundberg model for some classes of extremal Markov sequences
- Determining exact survival probability by setting discrete random variables in E. Sparre Andersen's model
- Non-exponential bounds for stop-loss premiums and ruin probabilities
- On the deficit distribution when ruin occurs -- discrete time model
- On the mathematical theory of risk.
- Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
- Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments
- Ruin probability for renewal risk models with neutral net profit condition
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