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Cited by

• 2005Insurance Risk and Ruin264 cited
• 1997The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin205 cited
• 2006On a risk model with dependence between interclaim arrivals and claim sizes188 cited
• 2005The compound Poisson risk model with a threshold dividend strategy167 cited
• 2000A discussion of parameter and model uncertainty in insurance157 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
• 1999Stochastic bounds on sums of dependent risks137 cited
• 2000Stochastic Processes for Insurance and Finance. By T. Rolski, H. Schmidli, V. Schmidt and J. Teugels (John Wiley, Chichester, 1999)123 cited
• 1998An Actuarial Index of the Right-Tail Risk115 cited
• 1997The probability of ruin in finite time with discrete claim size distribution110 cited
• 1997Simulation of Ruin Probabilities for Subexponential Claims108 cited
• 2003QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK106 cited
• 1993Ruin probabilities in the compound binomial model102 cited