On the Evaluation of Expected Penalties at Claim Instants That Cause Ruin in the Classical Risk Model
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-014-9413-8.pdf
Reference21 articles.
1. Avram F, Usábel M (2003) Finite time ruin probabilities with one Laplace inversion. Insur Math Econ 32:371–377
2. Avram F, Usábel M (2004) Ruin probabilities and deficit for the renewal risk model with phase-type interarrival times. ASTIN Bull 34:245–254
3. De Vylder FE, Goovaerts MJ (1999) Explicit finite-time and infinite-time ruin probabilities in the continuous case. Insur Math Econ 24:155–172
4. Dickson DCM (1999) On numerical evaluation of finite time survival probabilities. r Actuar J 5:575–584
5. Dickson DCM (2012) The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model. Insur Math Econ 50(3):334–337
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1. A plan of capital injections based on the claims frequency;Annals of Actuarial Science;2018-06-20
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