On a risk measure inspired from the ruin probability and the expected deficit at ruin-Reference-Cited by-同舟云学术

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On a risk measure inspired from the ruin probability and the expected deficit at ruin

Published:2015-06-16 Issue:10 Volume:2016 Page:932-951
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Mitric Ilie-Radu,Trufin Julien

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03461238.2015.1054302

Reference19 articles.

1. Advanced series on statistical science and applied probability;Asmussen S.,2010

2. The dilation order, the dispersion order, and orderings of residual lives

3. Coherent and convex monetary risk measures for unbounded càdlàg processes

4. Actuarial Theory for Dependent Risks

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Some Stochastic Orders over an Interval with Applications;Risks;2023-09-05

2. On capital allocation for a risk measure derived from ruin theory;Insurance: Mathematics and Economics;2022-05

3. Estimating Ruin Probability in an Insurance Risk Model with Stochastic Premium Income Based on the CFS Method;Mathematics;2021-04-27

4. Ruin-based risk measures in discrete-time risk models;Insurance: Mathematics and Economics;2020-07

5. Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”;Risks;2019-09-07

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