Another look at the Picard-Lef#x000E;vre formula for finite-time ruin probabilities

Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin

Loisel, Stéphane, (2008)

The win-first probability under interest force

Rullière, Didier, (2005)

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes

Loisel, Stéphane, (2009)