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A generalization of the collective theory of risk in regard to fluctuating basic-probabilities
1 references·10 citing·38 second hop
A generalization of the collective theory of risk in regard to fluctuating basic-probabilities (1948)A generalization of the collective theory…On the probability function in the collective theory of risk (1932)On the probability function i…Ruin Time of Uncertain Insurance Risk Process (2016)Ruin Time of Uncertain Insura…A marked Cox model for the number of IBNR claims: Theory (2016)A marked Cox model for the nu…Risk model with fuzzy random individual claim amount (2007)Risk model with fuzzy random …Doubly periodic non-homogeneous Poisson models for hurricane data (2004)Doubly periodic non-homogeneo…A Modelling Framework for the Prices and Times of Trades Made on the New York Stock Exchange (1999)A Modelling Framework for the…Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (1995)Cramér-Lundberg approximation…Finite-time Lundberg inequalities in the Cox case (1993)Finite-time Lundberg inequali…Exponential inequalities for ruin probabilities in the Cox case (1988)Exponential inequalities for …The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t) (1974)The numerical calculation ofU…Studies in risk theory with numerical illustrations concerning distribution functions and stop loss premiums. Part I (1963)Studies in risk theory with n…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Anomalous waiting times in high-frequency financial data (2004)Five Years of Continuous-time Random Walks in Econophysics (2006)An introduction to mathematical risk theory (1979)Aspects of Risk Theory (1991)On the time to ruin for Erlang(2) risk processes (2001)Risk theory for the compound Poisson process that is perturbed by diffusion (1991)Some distributions for classical risk process that is perturbed by diffusion (2000)Asymptotics of ruin probabilities for controlled risk processes in the small claims case (2004)The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (2005)Ruin Probabilities (2010)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)Gamma Processes and Finite Time Survival Probabilities (1993)Nonparametric estimation of ruin probabilities given a random sample of claims (2008)Elements of Queueing Theory (2014)Point Processes and Queues (1981)Point Processes and Queues: Martingale Dynamics. (1983)Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (1994)Non-exponential Bounds for Ruin Probability with Interest Effect Included (1999)Loss Distributions (1984)Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models (1984)Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality (1994)Rough descriptions of ruin for a general class of surplus processes (1998)Ruin by dynamic contagion claims (2012)Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insurance and Finance (2001)On the dempster-shafer framework and new combination rules (1987)On ordered weighted averaging aggregation operators in multicriteria decisionmaking (1988)An Additive-Consistency- and Consensus-Based Approach for Uncertain Group Decision Making With Linguistic Preference Relations (2018)An Uncertain DEA Model for Scale Efficiency Evaluation (2018)Uncertain two-echelon green supply chain models based on revenue sharing contract (2021)On the computation of aggregate claims distributions: some new approximations (1998)Pricing contingent claims on stocks driven by Lévy processes (1999)The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures (1999)The cumulant process and Esscher's change of measure (2002)
this work references cited by second hop

References

  • 1932On the probability function in the collective theory of risk376 cited

Cited by

  • 1988Exponential inequalities for ruin probabilities in the Cox case73 cited
  • 1995Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion69 cited
  • 2007Risk model with fuzzy random individual claim amount59 cited
  • 2004Doubly periodic non-homogeneous Poisson models for hurricane data56 cited
  • 1999A Modelling Framework for the Prices and Times of Trades Made on the New York Stock Exchange54 cited
  • 1974The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)54 cited
  • 1993Finite-time Lundberg inequalities in the Cox case53 cited
  • 2016Ruin Time of Uncertain Insurance Risk Process49 cited
  • 1963Studies in risk theory with numerical illustrations concerning distribution functions and stop loss premiums. Part I46 cited
  • 2016A marked Cox model for the number of IBNR claims: Theory42 cited

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