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On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Dutang, Christophe; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 774-785
Persistent link: https://www.econbiz.de/10010227872
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Survival probabilities in bivariate risk models, with application to reinsurance
Castañer, Anna; Claramunt, Maria Mercè; Lefevre, Claude - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 632-642
Persistent link: https://www.econbiz.de/10010227916
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Duality in ruin problems for ordered risk models
Goffard, Pierre-Olivier; Lefevre, Claude - In: Insurance / Mathematics & economics 78 (2018), pp. 44-52
Persistent link: https://www.econbiz.de/10011825076
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Some comparison results for finite-time ruin probabilities in the classical risk model
Lefevre, Claude; Trufin, Julien; Zuyderhoff, Pierre - In: Insurance / Mathematics & economics 77 (2017), pp. 143-149
Persistent link: https://www.econbiz.de/10011783950