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Classical risk theory in an economic environment · Study

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ArticleClassical risk theory in an economic environment

Freddy Delbaen1987

Article1987

Classical risk theory in an economic environment

Freddy Delbaen · Jean Haezendonck

114 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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References

1979An introduction to mathematical risk theory 1989Martingales and insurance risk 1977Ruin problems with compounding assets

Cited by

1998Ruin probabilities in the presence of heavy-tails and interest rates 2008Ruin models with investment income 1994Ruin estimation for a general insurance risk model 2003Asymptotic ruin probabilities and optimal investment 1998Ruin theory with compounding assets — a survey 1994Some Aspects of Insurance Mathematics 1999Non-exponential Bounds for Ruin Probability with Interest Effect Included 2001Moments of compound renewal sums with discounted claims

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Year1987

Typearticle

Published1987-04-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations114

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0167-6687(87)90019-9

openalex_workW2076544343

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