Similar Search Results

Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process

Budhi Arta Surya; Wang, Wenyuan; Zhao, Xianghua; Zhou, … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 97-122

Persistent link: https://www.econbiz.de/10014325014

On a risk model with claim investigation

Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; … - In: Insurance / Mathematics & economics 65 (2015), pp. 37-45

Persistent link: https://www.econbiz.de/10011422859

An adaptive premium policy with a Bayesian motivation in the classical risk model

Landriault, David; Lemieux, Christiane; Willmot, Gordon E. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 370-378

Persistent link: https://www.econbiz.de/10009669573

Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions

Landriault, David; Shi, Tianxiang; Willmot, Gordon E. - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 371-379

Persistent link: https://www.econbiz.de/10009404703

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

An insurance risk process with a generalized income process : a solvency analysis

Wang, Zijia; Landriault, David; Li, Shu - In: Insurance / Mathematics & economics 98 (2021), pp. 133-146

Persistent link: https://www.econbiz.de/10012545277

On the analysis of deep drawdowns for the Lévy insurance risk model

Landriault, David; Li, Bin; Lkabous, Mohamed Amine - In: Insurance / Mathematics & economics 100 (2021), pp. 147-155

Persistent link: https://www.econbiz.de/10012622386

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

Drawdown analysis for the renewal insurance risk process

Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285

Persistent link: https://www.econbiz.de/10011772133

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