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Ruin theory in the linear model
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Ruin theory in the linear model (1982)Ruin theory in the linear modelRisk Model of Good and Bad Periods (2005)Risk Model of Good and Bad Pe…MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE MODEL WITH CONSTANT INTEREST RATE (2003)MARTINGALE METHOD FOR RUIN PR…Asymptotic ruin probabilities for risk processes with dependent increments (2001)Asymptotic ruin probabilities…Rough descriptions of ruin for a general class of surplus processes (1998)Rough descriptions of ruin fo…Fractional Brownian Motions, Fractional Noises and Applications (1968)Applied Probability and Queues (1987)A storage model with self-similar input (1994)Risk theory in a Markovian environment (1989)Aspects of Risk Theory (1991)Practical risk theory for actuaries. (1994)Compound binomial risk model in a markovian environment (2004)Ruin estimates under interest force (1995)Dependency of Risks and Stop-Loss Order (1996)Ruin theory with stochastic return on investments (1997)Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (2017)Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insurance and Finance (2001)
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  • 2001Asymptotic ruin probabilities for risk processes with dependent increments54 cited
  • 2003MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE MODEL WITH CONSTANT INTEREST RATE45 cited
  • 1998Rough descriptions of ruin for a general class of surplus processes39 cited
  • 2005Risk Model of Good and Bad Periods0 cited

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