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On the Probability and Severity of Ruin

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1986Actuarial Mathematics152 cited

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2005The compound Poisson risk model with a threshold dividend strategy167 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
2010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions129 cited
2002Erlangian Approximations for Finite-Horizon Ruin Probabilities123 cited
1992On the distribution of the surplus prior to ruin122 cited
1988The surpluses immediately before and at ruin, and the amount of the claim causing ruin108 cited
2002On the expected discounted penalty function at ruin of a surplus process with interest91 cited
1993How long is the surplus below zero?86 cited
2004Collective Risk Theory81 cited
1998On a Class of Renewal Risk Processes78 cited
1989Three Methods to Calculate the Probability of Ruin73 cited
1988The probability and severity of ruin for combinations of exponential claim amount distributions and their translations71 cited
2010Risk modelling with the mixed Erlang distribution

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61 cited

1995Some Stable Algorithms in Ruin Theory and Their Applications58 cited

1992The Probability and Severity of Ruin in Finite and Infinite Time57 cited