Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach-Reference-Cited by-同舟云学术

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Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach

Published:2013-12-13 Issue:3 Volume:1 Page:192-212
ISSN:2227-9091
Container-title:Risks
language:en
Short-container-title:Risks

Author:

Lefèvre Claude,Picard Philippe

Publisher

MDPI AG

Subject

Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting

Link

http://www.mdpi.com/2227-9091/1/3/192/pdf

Reference40 articles.

1. Survival Probabilities, the Goal of Risk Theory;Seal,1978

2. Insurance Risk and Ruin;Dickson,2005

3. Ruin Probabilities;Asmussen,2010

4. Combinatorial Methods in the Theory of Stochastic Processes;Takács,1967

5. Introductory Lectures on Fluctuations of Lévy Processes with Applications;Kyprianou,2006

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1. A Duality Result for the Generalized Erlang Risk Model;Risks;2014-11-06

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