Ruin Probabilities for Risk Models with Ordered Claim Arrivals
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-013-9334-y.pdf
Reference22 articles.
1. Asmussen S, Albrecher H (2010) Ruin probabilities. World Scientific, Singapore
2. Bühlmann H (1970) Mathematical methods in risk theory. Springer, Heidelberg
3. De Vylder FE (1999) Numerical finite-time ruin probabilities by the Picard-Lefèvre formula. Scand Actuar J 2:97–105
4. De Vylder FE, Goovaerts MJ (1999a) Explicit finite-time and infinite-time ruin probabilities in the continuous case. Insur Math Econ 24:155–172
5. De Vylder FE, Goovaerts MJ (1999b) Inequality extensions of Prabhu’s formula in ruin theory. Insur Math Econ 24:249–271
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