Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts-Reference-Cited by-同舟云学术

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Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts

Published:2006-08 Issue:1 Volume:39 Page:69-80
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Sangüesa C.

Publisher

Elsevier BV

Subject

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

Reference15 articles.

1. Approximation by B-spline convolution operators. A probabilistic approach;Adell;Journal of Computational and Applied Mathematics,2005

2. On bounds for the concentration function I;Deshouillers;Astérisque,1999

3. Numerical finite-time ruin probabilities by the Picard–Lefèvre formula;De Vylder;Scandinavian Actuarial Journal,1999

4. Mixed Poisson Processes;Grandell,1997

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

2. Ruin Probabilities for Risk Models with Ordered Claim Arrivals;Methodology and Computing in Applied Probability;2013-04-02

3. Pricing catastrophe options with stochastic claim arrival intensity in claim time;Journal of Banking & Finance;2010-01

4. Pricing catastrophe options in discrete operational time;Insurance: Mathematics and Economics;2008-12

5. Error bounds in approximations of random sums using gamma-type operators;Insurance: Mathematics and Economics;2008-04

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