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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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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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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
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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
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Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi; Landriault, David; Li, Bin - In: Insurance / Mathematics & economics 93 (2020), pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
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A pair of optimal reinsurance-investment strategies in the two-sided exit framework
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen - In: Insurance / Mathematics & economics 71 (2016), pp. 284-294
Persistent link: https://www.econbiz.de/10011630846
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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
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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
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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
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Compound binomial risk model in a markovian environment
Cossette, Hélène; Landriault, David; Marceau, Étienne - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 425-446
Persistent link: https://www.econbiz.de/10006879169