Further use of Shiu's approach to the evaluation of ultimate ruin probabilities-Reference-Cited by-同舟云学术

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Further use of Shiu's approach to the evaluation of ultimate ruin probabilities

Published:1988-12 Issue:4 Volume:7 Page:275-281
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Willmot Gordon E.

Publisher

Elsevier BV

Subject

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

Reference24 articles.

1. A series for infinite time ruin probabilities;Beekman;Insurance: Mathematics and Economics,1985

2. The Poisson-exponential model and the non-central chi-squared distribution;Boyle;Scandinavian Actuarial Journal,1978

3. The probability and severity of ruin for combinations of exponential claim amount distributions and their translations;Dufresne;Insurance: Mathematics and Economics,1988

Cited by 14 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. Ultimate Ruin Probability for Benktander Gibrat Risk Model;Springer Proceedings in Mathematics & Statistics;2022

2. On series expansions for scale functions and other ruin-related quantities;Scandinavian Actuarial Journal;2019-09-13

3. Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures;Methodology and Computing in Applied Probability;2016-09-17

4. Ruin Theory;Wiley StatsRef: Statistics Reference Online;2015-06-22

5. Ruin Theory;Wiley StatsRef: Statistics Reference Online;2014-09-29

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