Non-Poissonian claims' arrivals and calculation of the probability of ruin-Reference-Cited by-同舟云学术

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Non-Poissonian claims' arrivals and calculation of the probability of ruin

Published:1998-06 Issue:2 Volume:22 Page:123-138
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Malinovskii Vsevolod K.

Publisher

Elsevier BV

Subject

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

Reference24 articles.

1. Fourier series method for inverting transforms of probability distributions;Abate;Queuing Systems,1992

2. On the collective theory of risk in case of cantagion between the claims;Andersen,1957

3. Approximations for the probability of ruin within finite time;Asmussen;Scand. Actuar. J.,1984

4. Conjugate processes and the simulation of ruin problems;Asmussen,1985

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4. Simulation analysis of ruin capital in Sparre Andersen’s model of risk;Insurance: Mathematics and Economics;2014-11

5. Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory;Journal of Applied Probability;2014-09

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