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Explicit, finite time ruin probabilities for discrete, dependent claims
Ignatov, Zvetan G., (2001)
On some aspects of maximum severity of ruin
Das, Palash Ranjan, (2016)
Risk concentration and the mean-expected shortfall criterion
Han, Xia, (2024)
Calculating premium principles from the mode of a unimodal weighted distribution
Psarrakos, Georgios, (2024)
Tail bounds for the distribution of the deficit in the renewal risk model
Psarrakos, Georgios, (2008)
Tail bounds for the joint distribution of the surplus prior to and at ruin