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Exponential inequalities for ruin probabilities in the Cox case

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Cited by

1995Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion69 cited
1999Non-exponential Bounds for Ruin Probability with Interest Effect Included66 cited
1994Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion62 cited
2004Doubly periodic non-homogeneous Poisson models for hurricane data56 cited
1994Large claims approximations for risk processes in a Markovian environment56 cited
1993Finite-time Lundberg inequalities in the Cox case53 cited

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1994Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality51 cited

2012Ruin by dynamic contagion claims50 cited

2007Tail Asymptotics of the Supremum of a Regenerative Process40 cited

1998Rough descriptions of ruin for a general class of surplus processes39 cited

2020Optimal reinsurance-investment strategy for a dynamic contagion claim model38 cited