The probability and severity of ruin for combinations of exponential claim amount distributions and their translations-Reference-Cited by-同舟云学术

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The probability and severity of ruin for combinations of exponential claim amount distributions and their translations

Published:1988-04 Issue:2 Volume:7 Page:75-80
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dufresne François,Gerber Hans U.

Publisher

Elsevier BV

Subject

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

Reference6 articles.

1. Actuarial Mathematics;Bowers,1987

2. Analytic Functions;Evgrafov,1978

3. On the probability and severity of ruin;Gerber;Astin Bulletin,1987

4. The dilemma between dividends and safety and a generalization of the Lundberg—Cramér formulas;Gerber;Scandinavian Actuarial Journal,1974

Cited by 42 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. On the Study of Ruin at Two Sided Risk Renewal Processes;European Journal of Theoretical and Applied Sciences;2023-09-01

2. A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process;Insurance: Mathematics and Economics;2022-03

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

4. Optimal prevention of large risks with two types of claims;Scandinavian Actuarial Journal;2020-11-21

5. Optimal Allocation of Policy Layers for Exponential Risks;Journal of the Iranian Statistical Society;2019-06-01

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