A remark on the moments of ruin time in classical risk theory-Reference-Cited by-同舟云学术

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A remark on the moments of ruin time in classical risk theory

Published:1990-09 Issue:2-3 Volume:9 Page:121-126
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Delbaen Freddy

Publisher

Elsevier BV

Subject

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

Reference9 articles.

1. Actuarial Mathematics;Bowers,1986

2. Inversed in martingales in risk theory;Delbaen;Insurance: Mathematics and Economics,1985

3. Martingales applied to risk theory;Delbaen;Insurance: Mathematics and Economics,1986

4. On a theorem of Hsu and Robbins;Erdös;Ann. Math. Stat.,1949

5. A remark on my paper ‘On a theorem of Hsu and Robbins’;Erdös;Ann. Math. Stat.,1950

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1. On moments of downward passage times for spectrally negative Lévy processes;Journal of Applied Probability;2022-11-16

2. Affine Storage and Insurance Risk Models;Mathematics of Operations Research;2021-11

3. APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION;ASTIN Bulletin;2016-09-19

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

5. Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion;Methodology and Computing in Applied Probability;2010-07-17

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