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The moments of ruin time in the classical risk model with discrete claim size distribution

  • Published:1998-11 Issue:2 Volume:23 Page:157-172
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Picard Philippe,Lefèvre Claude

Publisher

Elsevier BV

Subject

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

Reference13 articles.

1. A remark on the moments of ruin time in classical risk theory;Delbaen;Insurance: Mathematics and Economics,1990

2. Martingales in Markov processes applied to risk theory;Delbaen;Insurance: Mathematics and Economics,1986

3. Advanced Risk Theory;De Vylder,1996

4. Numerical finite-time ruin probabilities by the Picard-Lefèvre formula;De Vylder,1997

5. La formule de Picard et Lefèvre pour la probabilité de ruine en temps fini;De Vylder;Bulletin Français d'Actuariat,1997

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1. Moments of the Ruin Time in a Lévy Risk Model;Methodology and Computing in Applied Probability;2022-07-30

2. Predicting confirmation times of Bitcoin transactions;ACM SIGMETRICS Performance Evaluation Review;2021-05-17

3. Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes;Methodology and Computing in Applied Probability;2018-01-30

4. Time of Ruin;Wiley StatsRef: Statistics Reference Online;2014-09-29

5. First passage time law for some Lévy processes with compound Poisson: Existence of a density;Bernoulli;2011-11-01
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