Approximations for moments of deficit at ruin with exponential and subexponential claims
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference16 articles.
1. Regular Variation;Bingham,1987
2. The probability and severity of ruin in finite and in infinite time;Dickson;ASTIN Bull.,1992
3. The probability and severity of ruin for combinations of exponential claim amount distributions and their translations;Dufresne;Insurance: Math. Econom.,1988
4. The surpluses immediately before and at ruin, and the amount of the claim causing ruin;Dufresne;Insurance: Math. Econom.,1988
5. Estimates for the probability of ruin with special emphasis on the possibility of large claims;Embrechts;Insurance: Math. Econom.,1982
Cited by 15 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. Optimal Allocation of Policy Layers for Exponential Risks;Journal of the Iranian Statistical Society;2019-06-01
2. New Research Directions in Modern Actuarial Sciences;Springer Proceedings in Mathematics & Statistics;2017
3. A characterization of Chover-type law of iterated logarithm;SpringerPlus;2014-07-28
4. Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments;Statistics & Probability Letters;2013-06
5. The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments;Communications in Statistics - Theory and Methods;2013-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3