References

• 1999Loss Models: From Data to Decisions1,232 cited
• 1998On the Time Value of Ruin786 cited
• 1986Actuarial Mathematics.623 cited
• 1991Risk theory for the compound Poisson process that is perturbed by diffusion298 cited
• 2001Lundberg Approximations for Compound Distributions with Insurance Applications271 cited
• 2001On the time to ruin for Erlang(2) risk processes260 cited
• 1995Ruin estimates under interest force181 cited
• 1998On the discounted penalty at ruin in a jump-diffusion and the perpetual put option180 cited
• 1987On the Probability and Severity of Ruin175 cited
• 1988Mathematical Fun with the Compound Binomial Process170 cited
• 2000The moments of the time of ruin, the surplus before ruin, and the deficit at ruin157 cited
• 1999Analysis of a defective renewal equation arising in ruin theory155 cited
• 1970An extension of the renewal equation and its application in the collective theory of risk141 cited
• 1992On the distribution of the surplus prior to ruin122 cited
• 1989The Probability of Eventual Ruin in the Compound Binomial Model122 cited
• 2001