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The Distribution of the time to Ruin in the Classical Risk Model
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The Distribution of the time to Ruin in the Classical Risk Model (2002)The Distribution of the time to Ruin in t…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 …Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…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 the distribution of the duration of negative surplus (1996)On the distribution of the du…Some Stable Algorithms in Ruin Theory and Their Applications (1995)Some Stable Algorithms in Rui…Gamma Processes and Finite Time Survival Probabilities (1993)Gamma Processes and Finite Ti…Risk Theory with the Gamma Process (1991)Risk Theory with the Gamma Pr…Recursive Calculation of Survival Probabilities (1991)Recursive Calculation of Surv…Approximations for the probability of ruin within finite time (1984)Approximations for the probab…An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979] (1981)An Introduction to Mathematic…An introduction to mathematical risk theory (1979)An introduction to mathematic…When does ruin occur in the collective theory of risk? (1955)When does ruin occur in the c…The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims (2005)The density of the time to ru…Recursive Evaluation of a Family of Compound Distributions (1981)Recursive calculation of finite-time ruin probabilities (1988)The discrete-time risk model with correlated classes of business (2000)On the Class of Erlang Mixtures with Risk Theoretic Applications (2007)Randomized observation periods for the compound Poisson risk model: the discounted penalty function (2011)Option pricing by Esscher transforms. (1995)Optimal Dividends (2004)Insurance Risk and Ruin (2005)Fluctuations of Lévy Processes with Applications (2014)Mathematical Fun with the Compound Binomial Process (1988)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)Ruin probabilities with dependent rates of interest (2002)Collective Risk Theory (2004)Risk model with fuzzy random individual claim amount (2007)Queues and Inventories. (1966)QUEUES AND INVENTORIES (1967)The Single Server Queue (1983)Computational methods in risk theory: A matrix-algorithmic approach (1992)Ruin theory with compounding assets — a survey (1998)Risk processes analyzed as fluid queues (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)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)Stochastic Theory of a Risk Business (1970)Actuarial Mathematics (1986)The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial (1987)Martingale Approach to Pricing Perpetual American Options (1994)Ruin probabilities and decompositions for general perturbed risk processes (2004)On a dual model with a dividend threshold (2008)Reinsurance and the liability insurance crisis (1992)On a class of renewal risk models with a constant dividend barrier (2004)actuar: AnRPackage for Actuarial Science (2008)Premium Calculation by Transforming the Layer Premium Density (1996)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)
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References

  • 1999Loss Models: From Data to Decisions1,232 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 1998On the Time Value of Ruin786 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
  • 1991Risk Theory with the Gamma Process144 cited
  • 1981An Introduction to Mathematical Risk Theory. By Hans U. Gerber [S. S. Huebner Foundation, R. D. Irwin Inc. Homeward Illinois, 1979]144 cited
  • 1991Recursive Calculation of Survival Probabilities106 cited
  • 2000Discounted probabilities and ruin theory in the compound binomial model98 cited
  • 1984Approximations for the probability of ruin within finite time95 cited
  • 1995Some Stable Algorithms in Ruin Theory and Their Applications58 cited
  • 1955When does ruin occur in the collective theory of risk?49 cited
  • 1996On the distribution of the duration of negative surplus45 cited
  • 1993Gamma Processes and Finite Time Survival Probabilities45 cited

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  • 2005The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims

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33 cited