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ArticleRuin probabilities in perturbed risk models

Sabine Schlegel1998

Article1998

Ruin probabilities in perturbed risk models

Sabine Schlegel

40 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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References

1982Estimates for the probability of ruin with special emphasis on the possibility of large claims 1991Risk theory for the compound Poisson process that is perturbed by diffusion 1986Convolution tails, product tails and domains of attraction 1980Subexponential distribution functions 1970An extension of the renewal equation and its application in the collective theory of risk 1999Tail probabilities for non-standard risk and queueing processes with subexponential jumps 1998Risk processes perturbed by α-stable Lévy motion 1995Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion

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2005A large deviation result for aggregate claims with dependent claim occurrences

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Year1998

Typearticle

Published1998-05-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations40

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(98)00011-0

openalex_workW2000922079

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