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An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]
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  • 2001From actuarial to financial valuation principles74 cited
  • 2015Optimal proportional reinsurance with common shock dependence71 cited
  • 2007Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier70 cited
  • 2006The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion62 cited

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2003
Ruin Probabilities in the Compound Markov Binomial Model
60 cited
  • 2009Analysis of ruin measures for the classical compound Poisson risk model with dependence60 cited