A new look at the homogeneous risk model-Reference-Cited by-同舟云学术

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A new look at the homogeneous risk model

Published:2011-11 Issue:3 Volume:49 Page:512-519
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Lefèvre Claude,Picard Philippe

Publisher

Elsevier BV

Subject

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

Reference21 articles.

1. Ruin Probabilities;Asmussen,2010

2. A class of weighted Poisson processes;Balakrishnan;Statistics and Probability Letters,2008

3. On the moments of aggregate discounted claims with dependence introduced by a FGM copula;Bargès;ASTIN Bulletin,2011

4. Mathematical Methods in Risk theory;Bühlmann,1970

5. On point processes having an order statistic structure;Crump;Sankhyā Series A,1975

Cited by 25 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. De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts;Insurance: Mathematics and Economics;2021-11

2. Orthogonal polynomial expansions to evaluate stop-loss premiums;Journal of Computational and Applied Mathematics;2020-05

3. On double-boundary non-crossing probability for a class of compound processes with applications;European Journal of Operational Research;2020-04

4. Fraud risk assessment within blockchain transactions;Advances in Applied Probability;2019-06

5. The De Vylder–Goovaerts conjecture holds within the diffusion limit;Journal of Applied Probability;2019-06

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