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ArticleSimple approximations of ruin probabilities

Jan Grandell2000

Article2000

Simple approximations of ruin probabilities

42 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

1997Modelling Extremal Events 1994Modelling of extremal events in insurance and finance 1991Aspects of Risk Theory 2000Ruin Probabilities 1982Estimates for the probability of ruin with special emphasis on the possibility of large claims 1997Geometric Sums: Bounds for Rare Events with Applications 1975On the tails of waiting-time distributions 1994On the Mathematical Theory of Risk

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2004Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processesarticle · 5 shared references 2002Ruin theory revisited: stochastic models for operational riskarticle · 5 shared references 1997Large deviations of heavy-tailed random sums with applications in insurance and financearticle · 4 shared references 1998Large Deviations of Heavy-Tailed Sums with Applications in Insurancearticle · 4 shared references 2004Ruin probabilities and overshoots for general Lévy insurance risk processesarticle · 4 shared references 1999Appendix: A primer on heavy-tailed distributionsarticle · 4 shared references

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Year2000

Typearticle

Published2000-05-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations42

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(99)00050-5

openalex_workW2079780989

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