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Analysis of the discounted sum of ascending ladder heights

Cossette, Hélène; Landriault, David; Marceau, Etienne; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 393-401

Persistent link: https://www.econbiz.de/10009669553

Compound binomial risk model in a markovian environment

Cossette, Helene; Landriault, David; Marceau, Etienne - In: Insurance: Mathematics and Economics 35 (2004) 2, pp. 425-443

Persistent link: https://www.econbiz.de/10005374602

Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model

Cossette, Helene; Landriault, David; Marceau, Etienne - In: Insurance: Mathematics and Economics 34 (2004) 3, pp. 449-466

Persistent link: https://www.econbiz.de/10005374636

Ruin probabilities in the discrete time renewal risk model

Cossette, Helene; Landriault, David; Marceau, Etienne - In: Insurance: Mathematics and Economics 38 (2006) 2, pp. 309-323

Persistent link: https://www.econbiz.de/10005380540

On a risk model with dependence between interclaim arrivals and claim sizes

Boudreault, Mathieu; Cossette, Hélène; Landriault, David - In: Scandinavian actuarial journal : Actuarial Society of … 106 (2006) 5, pp. 265-285

Persistent link: https://www.econbiz.de/10007387362

Ruin probabilities in the discrete time renewal risk model

Cossette, Hélène; Landriault, David; Marceau, Etienne - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 309-323

Persistent link: https://www.econbiz.de/10006871523

Analysis of the discounted sum of ascending ladder heights

Cossette, Hélène; Landriault, David; Marceau, Etienne; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 393-402

Persistent link: https://www.econbiz.de/10010011621

Analysis of the discounted sum of ascending ladder heights

Cossette, Hélène; Landriault, David; Marceau, Etienne; … - In: Insurance: Mathematics and Economics 51 (2012) 2, pp. 393-401

Within the Sparre Andersen risk model, the ruin probability corresponds to the survival function of the maximal aggregate loss. It is well known that the maximum aggregate loss follows a compound geometric distribution, in which the summands consist of the ascending ladder heights. In the...

Persistent link: https://www.econbiz.de/10010594519