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Probabilities of ruin
7 references·1 citing·20 second hop
Probabilities of ruin (1982)Probabilities of ruinIntroduction to Stochastic Processes (2014)Introduction to Stochastic Pr…Calculation of Ruin Probabilities when the Claim Distribution is Lognormal (1977)Calculation of Ruin Probabili…Asymptotic ruin probabilities when exponential moments do not exist (1975)Asymptotic ruin probabilities…Ruin probabilities expressed in terms of ladder height distributions (1974)Ruin probabilities expressed …Numerical evaluation of ruin probabilities for a finite period (1973)Numerical evaluation of ruin …Exemplification of Ruin Probabilities (1971)Exemplification of Ruin Proba…When does ruin occur in the collective theory of risk? (1955)When does ruin occur in the c…Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times (2004)Ruin Probabilities and Defici…Über einige risikotheoretische Fragestellungen (1942)A Determination of the Risk of Ruin (1979)The Distribution of the time to Ruin in the Classical Risk Model (2002)Applied Probability and Queues (1987)Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insurance and Finance (2001)Stable Lévy motion approximation in collective risk theory (1997)Nonparametric estimation of ruin probabilities given a random sample of claims (2008)Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (2009)Two-sided bounds of ruin probabilities (1996)A solution to the ruin problem for Pareto distributions (2003)Non-Life Insurance: Mathematics & Statistics (2013)Use of differential and integral inequalities to bound ruin and queuing probabilities (1976)Explicit finite-time and infinite-time ruin probabilities in the continuous case (1999)Simple approximations of ruin probabilities (2000)Ruin theory revisited: stochastic models for operational risk (2002)Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (2005)Fast simulation of rare events in queueing and reliability models (1995)A Theory of Trickle-Down Growth and Development (1997)A taxonomy of model structures for economic evaluation of health technologies (2006)
this work references cited by second hop

References

  • 2014Introduction to Stochastic Processes2,383 cited
  • 1977Calculation of Ruin Probabilities when the Claim Distribution is Lognormal55 cited
  • 1955When does ruin occur in the collective theory of risk?49 cited
  • 1974Ruin probabilities expressed in terms of ladder height distributions49 cited
  • 1973Numerical evaluation of ruin probabilities for a finite period47 cited
  • 1971Exemplification of Ruin Probabilities45 cited
  • 1975Asymptotic ruin probabilities when exponential moments do not exist38 cited

Cited by

  • 2004Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times31 cited

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