Approximations for the moments of ruin time in the compound Poisson model-Reference-Cited by-同舟云学术

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Approximations for the moments of ruin time in the compound Poisson model

Published:2008-04 Issue:2 Volume:42 Page:668-679
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pitts Susan M.,Politis Konstadinos

Publisher

Elsevier BV

Subject

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

Reference17 articles.

1. Ruin Probabilities;Asmussen,2000

2. Actuarial Mathematics;Bowers,1997

3. Cartan, H., 1971. Differential Calculus, Hermann, Paris, and Kershaw, London

4. A remark on the moments of ruin time in classical risk theory;Delbaen;Insurance: Mathematics and Economics,1990

5. Linear Operators: Part I, General Theory;Dunford,1958

Cited by 7 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. Moments of the Ruin Time in a Lévy Risk Model;Methodology and Computing in Applied Probability;2022-07-30

2. A Note on a Generalized Gerber–Shiu Discounted Penalty Function for a Compound Poisson Risk Model;Mathematics;2019-09-24

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

4. On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times;Insurance: Mathematics and Economics;2014-11

5. Sharp approximations of ruin probabilities in the discrete time models;Scandinavian Actuarial Journal;2013-09

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