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Explicit, finite time ruin probabilities for discrete, dependent claims
Ignatov, Zvetan G., (2001)
Recursive Calculation of Ruin Probabilities at or Before Claim Instants for Non-Identically Distributed Claims
Raducan, Anisoara Maria, (2015)
Stochastic Areas of Diffusions and Applications in Risk Theory
Cui, Zhenyu, (2013)
Calculating premium principles from the mode of a unimodal weighted distribution
Psarrakos, Georgios, (2024)
Probabilistic mean value theorems for conditioned random variables with applications
Di Crescenzo, Antonio, (2019)
Tail bounds for the distribution of the deficit in the renewal risk model
Psarrakos, Georgios, (2008)