Explicit, finite time ruin probabilities for discrete, dependent claims
Year of publication: |
Nov. 2001
|
---|---|
Other Persons: | Ignatov, Zvetan G. (contributor) ; Kaishev, Vladimir K. (contributor) ; Krachunov, Rossen S. (contributor) |
Institutions: | Centre for Actuarial Studies (contributor) |
Publisher: |
Parkville, Victoria : Centre for Actuarial Studies |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Statistische Verteilung | Statistical distribution | Risiko | Risk |
-
The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
Sun, Ying, (2014)
-
Yang, Haizhong, (2014)
-
Some ruin problems for the MAP risk model
Li, Jingchao, (2015)
- More ...
-
An improved finite-time ruin probability formula and its Mathematica implementation
Ignatov, Zvetan G., (2001)
-
An improved finite-time ruin probability formula and its Mathematica implementation
Ignatov, Zvetan G., (2001)
-
Optimal Retention Levels, Given the Joint Survival of Cedent and Reinsurer
Ignatov, Zvetan G., (2004)
- More ...