Representation of a time-discrete probability of eventual ruin-Reference-Cited by-同舟云学术

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Representation of a time-discrete probability of eventual ruin

Published:1989-06 Issue:2 Volume:8 Page:149-152
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Michel R.

Publisher

Elsevier BV

Subject

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

Reference4 articles.

1. Distributions stationnaires d'un système bonus—malus et probabilité de ruine;Dufresne;Astin Bulletin,1988

2. Mathematical fun with the compound binomial process;Gerber;Paper presented at the Symposium in Risk Theory,1988

Cited by 11 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. The maximum surplus in a finite‐time interval for a discrete‐time risk model with exchangeable, dependent claim occurrences;Applied Stochastic Models in Business and Industry;2018-11-13

2. Parisian ruin for the dual risk process in discrete-time;European Actuarial Journal;2018-04-25

3. Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences;Journal of Computational and Applied Mathematics;2017-03

4. Discrete time ruin probability with Parisian delay;Scandinavian Actuarial Journal;2016-12-07

5. Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model;Stochastic Models;2013-10-02

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