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Asymptotic ruin probabilities for risk processes with dependent increments · Study

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ArticleAsymptotic ruin probabilities for risk processes with dependent increments

Alfred Müller2001

Article2001

Asymptotic ruin probabilities for risk processes with dependent increments

Alfred Müller · Georg Ch. Pflug

54 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

2001Stochastic Processes for Insurance and Finance 1999Stochastic Processes for Insurance & Finance 1999Stochastic Processes for Insurance and Finance 1997Stop-loss order for portfolios of dependent risks 1998Modeling and Comparing Dependencies in Multivariate Risk Portfolios 1999On the ruin probabilities in a general economic environment 1999Tail probabilities for non-standard risk and queueing processes with subexponential jumps 1982Ruin theory in the linear model

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2005Risk Model of Good and Bad Periods

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Year2001

Typearticle

Published2001-06-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations54

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(01)00063-4

openalex_workW2018268956

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