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Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
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Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (2005)Distributions of the surplus before ruin,…Scandinavian Actuarial Journal (2008)Scandinavian Actuarial JournalThe Time Value of Ruin in a Sparre Andersen Model (2005)The Time Value of Ruin in a S…On ruin for the Erlang(n) risk process (2004)On ruin for the Erlang(n) ris…Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (2003)Moments of the Surplus before…On the time to ruin for Erlang(2) risk processes (2001)On the time to ruin for Erlan…The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000)The moments of the time of ru…Discounted probabilities and ruin theory in the compound binomial model (2000)Discounted probabilities and …Analysis of a defective renewal equation arising in ruin theory (1999)Analysis of a defective renew…On the Time Value of Ruin (1998)On the Time Value of RuinOn a Class of Renewal Risk Processes (1998)On a Class of Renewal Risk Pr…The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)The joint distribution of the…Some Comments on the Compound Binomial Model (1994)Some Comments on the Compound…Ruin probabilities in the compound binomial model (1993)Ruin probabilities in the com…On the distribution of the surplus prior to ruin (1992)On the distribution of the su…The Probability of Eventual Ruin in the Compound Binomial Model (1989)The Probability of Eventual R…Mathematical Fun with the Compound Binomial Process (1988)Mathematical Fun with the Com…Stochastic Processes in Queueing Theory (1976)The compound Poisson risk model with a threshold dividend strategy (2005)On a risk model with dependence between interclaim arrivals and claim sizes (2006)An introduction to mathematical risk theory (1979)Option pricing by Esscher transforms. (1995)Optimal Dividends (2004)Insurance Risk and Ruin (2005)Fluctuations of Lévy Processes with Applications (2014)Actuarial Mathematics. (1986)Ruin probabilities for time-correlated claims in the compound binomial model (2001)Insurance: Mathematics and Economics (2004)Insurance Risk Models (1994)On the discounted penalty function in a Markov-dependent risk model (2005)Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010)Recursive Evaluation of a Family of Compound Distributions (1981)On the Probability and Severity of Ruin (1987)On the expected discounted penalty function at ruin of a surplus process with interest (2002)Stochastic Modelling and Analysis: A Computational Approach. (1987)A generalized defective renewal equation for the surplus process perturbed by diffusion (2002)On a general class of renewal risk process: analysis of the Gerber-Shiu function (2005)The Density of the Time to Ruin in the Classical Poisson Risk Model (2005)Self-Annuitization and Ruin in Retirement (2000)Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (2004)The Private Market for Long‐Term Care Insurance in the United States: A Review of the Evidence (2009)Non-Life Insurance Pricing with Generalized Linear Models (2010)The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function (2003)On the discounted penalty at ruin in a jump-diffusion and the perpetual put option (1998)On Optimal Dividend Strategies In The Compound Poisson Model (2006)
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References

  • 1998On the Time Value of Ruin786 cited
  • 2008Scandinavian Actuarial Journal261 cited
  • 2001On the time to ruin for Erlang(2) risk processes260 cited
  • 2004On ruin for the Erlang(n) risk process252 cited
  • 2005The Time Value of Ruin in a Sparre Andersen Model241 cited
  • 1997The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin205 cited
  • 1988Mathematical Fun with the Compound Binomial Process170 cited
  • 2000The moments of the time of ruin, the surplus before ruin, and the deficit at ruin157 cited
  • 1999Analysis of a defective renewal equation arising in ruin theory155 cited
  • 1992On the distribution of the surplus prior to ruin122 cited
  • 1989The Probability of Eventual Ruin in the Compound Binomial Model122 cited
  • 1993Ruin probabilities in the compound binomial model102 cited
  • 2000Discounted probabilities and ruin theory in the compound binomial model98 cited
  • 1994Some Comments on the Compound Binomial Model80 cited
  • 1998On a Class of Renewal Risk Processes78 cited
  • 2003Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process

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