A new look at the homogeneous risk model
Year of publication: |
2011
|
---|---|
Authors: | Lefèvre, Claude ; Picard, Philippe |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 49.2011, 3, p. 512-519
|
Publisher: |
Elsevier |
Subject: | Risk process | Finite time horizon | Order statistic property | Variance-to-mean ratio | Convex order | Non-ruin probability | Appell polynomials |
-
Duality in ruin problems for ordered risk models
Goffard, Pierre-Olivier, (2018)
-
Ruin probability via Quantum Mechanics Approach
Tamturk, Muhsin, (2018)
-
On an Effective Solution of the Optimal Stopping Problem for Random Walks
Novikov, Alexander, (2004)
- More ...
-
Final outcomes and disease insurance for a controlled epidemic model
Lefèvre, Claude, (2018)
-
Ruin time and severity for a Lévy subordinator claim process: A simple approach
Lefèvre, Claude, (2013)
-
Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach
Lefèvre, Claude, (2013)
- More ...