A cyclic approach on classical ruin model-Reference-Cited by-同舟云学术

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A cyclic approach on classical ruin model

Published:2020-03 Issue: Volume:91 Page:104-110
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Yuen Fei Lung,Lee Wing Yan,Fung Derrick W.H.

Funder

Research Grants Council of the Hong Kong Special Administrative Region, China

Publisher

Elsevier BV

Subject

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

Reference24 articles.

1. Solution directe du problème résolu par M. Bertrand;André;C. R. Acad. Sci.,1887

2. Ruin Probabilities;Asmussen,2010

3. Solution d’un problème;Bertrand;C. R. Acad. Sci.,1887

4. Actuarial Mathematics;Bowers,1997

5. The cycle lemma and some applications;Dershowitz;European J. Combin.,1990

Cited by 1 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. Inequalities on the ruin probability for light-tailed distributions with some restrictions;Communications in Statistics - Theory and Methods;2023-11-22

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