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Search: subject:"time of ruin"
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Risk model
12
Time of ruin
12
Risikomodell
11
Theorie
11
Theory
11
Actuarial mathematics
8
Versicherungsmathematik
8
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5
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5
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4
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4
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3
Deficit at ruin
3
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3
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3
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3
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time of ruin
3
Brownian motion
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
ruin probability
2
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1
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1
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English
16
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Dickson, David C. M.
4
Willmot, Gordon E.
4
Blanchet-Scalliet, Christophette
2
Dorobantu, Diana
2
Landriault, David
2
Li, Jingchao
2
Li, Shuanming
2
Rullière, Didier
2
Bielsa, M. Mercedes Claramunt
1
Bo, Lijun
1
Cardoso, Rui M. R.
1
Castaner, Anna
1
Cheung, ECK
1
Cheung, Eric C. K.
1
Claramunt, M. Merce
1
Drekic, S
1
Hernández, Camilo
1
Jimenez, Maite Teresa Marmol
1
Junca, Mauricio
1
Kim, So-Yeun
1
Li, Bin
1
Li, Chun
1
Li, WK
1
Li, Ziqiang
1
Loke, Sooie-Hoe
1
Marmol, Maite
1
Reis, Alfredo D. Egídio dos
1
Rodríguez-Martíneza, Eugenio V.
1
Shi, Tianxiang
1
Song, Renming
1
Tan, Jiyang
1
Tang, Dan
1
Wang, G
1
Wang, Guanqing
1
Wang, Guojing
1
Wang, Yongjin
1
Wong, Jeff T. Y.
1
Xiangqun, Yang
1
Xu, Di
1
Yang, Hailiang
1
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Facultat d'Economia i Empresa, Universitat de Barcelona
2
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2
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Insurance / Mathematics & economics
7
Insurance: Mathematics and Economics
2
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2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
1
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1
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1
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1
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ECONIS (ZBW)
12
RePEc
6
BASE
2
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20
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date (oldest first)
1
The moments of the
time
of
ruin
in Sparre Andersen risk models
Dickson, David C. M.
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10014306859
Saved in:
2
Some ruin problems for the MAP risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011422838
Saved in:
3
Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
-
2014
Persistent link: https://www.econbiz.de/10011342005
Saved in:
4
The density of the ruin time for a renewal-reward process perturbed by a diffusion
Blanchet-Scalliet, Christophette
;
Dorobantu, Diana
; …
-
HAL
-
2013
Let $X$ be a mixed process, sum of a brownian motion and a renewal-reward process, and $\tau_{x}$ be the first passage time of a fixed level $x
Persistent link: https://www.econbiz.de/10010899280
Saved in:
5
On the dual risk model with Parisian implementation delays in dividend payments
Cheung, Eric C. K.
;
Wong, Jeff T. Y.
- In:
European journal of operational research : EJOR
257
(
2017
)
1
,
pp. 159-173
Persistent link: https://www.econbiz.de/10011639371
Saved in:
6
A note on the convexity of ruin probabilities
Landriault, David
;
Li, Bin
;
Loke, Sooie-Hoe
;
Willmot, …
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 1-6
Persistent link: https://www.econbiz.de/10011712328
Saved in:
7
The density of the ruin time for a renewal-reward process perturbed by a diffusion
Blanchet-Scalliet, Christophette
;
Dorobantu, Diana
; …
-
HAL
-
2011
Let $X$ be a mixed process, sum of a brownian motion and a renewal-reward process, and $\tau_{x}$ be the first passage time of a fixed level $x
Persistent link: https://www.econbiz.de/10009322688
Saved in:
8
On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
Saved in:
9
A note on some joint distribution functions involving the
time
of
ruin
Dickson, David C. M.
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 120-124
Persistent link: https://www.econbiz.de/10011457185
Saved in:
10
On a multi-dimensional risk model with regime switching
Wang, Guanqing
;
Wang, Guojing
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
Saved in:
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