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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
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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
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Poissonian potential measures for Lévy risk models
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di - In: Insurance / Mathematics & economics 82 (2018), pp. 152-166
Persistent link: https://www.econbiz.de/10011929861
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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
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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
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Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; … - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 117-126
Persistent link: https://www.econbiz.de/10003953313
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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
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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
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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
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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864