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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model

Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134

Persistent link: https://www.econbiz.de/10003953315

On the analysis of time dependent claims in a class of birth process claim count models

Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance / Mathematics & economics 58 (2014), pp. 168-173

Persistent link: https://www.econbiz.de/10010437573

A Note on the Convexity of Ruin Probabilities

Landriault, David - 2017

Conditions for the convexity of compound geometric tails and compound geometric convolution tails are established. The results are then applied to analyze the convexity of the ruin probability and the Laplace transform of the time to ruin in the classical compound Poisson risk model with and...

Persistent link: https://www.econbiz.de/10012962574

On series expansions for scale functions and other ruin-related quantities

Landriault, David; Willmot, Gordon E. - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 292-306

Persistent link: https://www.econbiz.de/10012262737

Analysis of IBNR claims in renewal insurance models

Landriault, David; Willmot, Gordon E.; Xu, Di - In: Scandinavian actuarial journal (2017) 7, pp. 628-650

Persistent link: https://www.econbiz.de/10011848487

On the distribution of classic and some exotic ruin times

Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di - In: Insurance / Mathematics & economics 89 (2019), pp. 38-45

Persistent link: https://www.econbiz.de/10012133504

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