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Ruin probabilities allowing for delay in claims settlement · Study

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ArticleRuin probabilities allowing for delay in claims settlement

Howard R. Waters1985

Article1985

Ruin probabilities allowing for delay in claims settlement

Howard R. Waters · Alex Papatriandafylou

69 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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1979An introduction to mathematical risk theory

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2019Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest 2010Expected present value of total dividends in a delayed claims risk model under stochastic interest rates 2010On the expected discounted penalty function for the compound Poisson risk model with delayed claims 2019On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims

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Year1985

Typearticle

Published1985-04-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations69

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0167-6687(85)90005-8

openalex_workW1996784898

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