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ArticleOn the moments of ruin and recovery times

Alfredo D. Egı́dio dos Reis2000

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On the moments of ruin and recovery times

Alfredo D. Egı́dio dos Reis

28 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

1979An introduction to mathematical risk theory 1981Recursive Evaluation of a Family of Compound Distributions 1987On the Probability and Severity of Ruin 2000The moments of the time of ruin, the surplus before ruin, and the deficit at ruin 1988Recursive calculation of finite-time ruin probabilities 1991Recursive Calculation of Survival Probabilities 1990When does the surplus reach a given target?1993How long is the surplus below zero?

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1996On the distribution of the duration of negative surplusarticle · 6 shared references 1995Some Stable Algorithms in Ruin Theory and Their Applicationsarticle · 5 shared references 1998Exact and approximate properties of the distribution of surplus before and after ruinarticle · 5 shared references 2002The Distribution of the time to Ruin in the Classical Risk Modelarticle · 5 shared references 1994Recursive Methods for Computing Finite-Time Ruin Probabilities for Phase-Distributed Claim Sizesarticle · 5 shared references 1996Reinsurance and ruinarticle · 4 shared references

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Year2000

Typearticle

Published2000-12-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations28

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(00)00056-1

openalex_workW2062939742

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