Explicit ruin formulas for models with dependence among risks-Reference-Cited by-同舟云学术

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Explicit ruin formulas for models with dependence among risks

Published:2011-03 Issue:2 Volume:48 Page:265-270
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Albrecher Hansjörg,Constantinescu Corina,Loisel Stephane

Publisher

Elsevier BV

Subject

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

Reference18 articles.

1. On ruin probability and aggregate claim representations for Pareto claim size distributions;Albrecher;Insurance: Mathematics and Economics,2009

2. Diversification of aggregate dependent risks;Alink;Insurance: Mathematics and Economics,2004

3. Ruin Probabilities;Asmussen,2010

4. Austauschbare stochastische Variablen und ihre Grenzwertsätze;Bühlmann;University of California Publications in Statistics,1960

5. Ruinwahrscheinlichkeit bei erfahrungstarifiertem Portefeuille;Bühlmann;Bulletin de l’Association des Actuaires Suisses,1972

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