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Representation of a time-discrete probability of eventual ruin
Michel, R. - In: Insurance / Mathematics & economics 8 (1989) 2, pp. 149-152
Persistent link: https://www.econbiz.de/10001084171
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Recursive calculation of the probability and severity of ruin
Dickson, David C. M. - In: Insurance / Mathematics & economics 8 (1989) 2, pp. 145-148
Persistent link: https://www.econbiz.de/10001084172
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Ruin probabilities under capital constraints
Ramsden, Lewis; Papaioannou, Apostolos D. - In: Insurance / Mathematics & economics 88 (2019), pp. 273-282
Persistent link: https://www.econbiz.de/10012105580
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Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 92 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
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LLN-type approximations for large portfolio losses
Liu, Jing - In: Insurance / Mathematics & economics 81 (2018), pp. 71-77
Persistent link: https://www.econbiz.de/10011904621
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Provisioning against borrowers default risk
Nichil, Geoffrey; Vallois, Pierre - In: Insurance / Mathematics & economics 66 (2016), pp. 29-43
Persistent link: https://www.econbiz.de/10011442670
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The loss given default of a low-default portfolio with weak contagion
Wei, Li; Yuan, Zhongyi - In: Insurance / Mathematics & economics 66 (2016), pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
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Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong; Li, Jinzhu - In: Insurance / Mathematics & economics 58 (2014), pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
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The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Boutin-Dufresne, François - In: Insurance / Mathematics & economics 7 (1988) 3, pp. 193-199
Persistent link: https://www.econbiz.de/10001058130
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On the absolute ruin problem in a Sparre Andersen risk model with constant interest
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 167-178
Persistent link: https://www.econbiz.de/10009501688