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  • Search: subject:"Number of claims until ruin"
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Subject
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Number of claims until ruin 4 Defective renewal equation 3 Discounted aggregate claims until ruin 2 Discounted densities 2 General interclaim times 2 Higher moments 2 Risiko 2 Risikomodell 2 Risk 2 Risk model 2 Sparre Andersen risk model 2 Theorie 2 Theory 2 Actuarial mathematics 1 Compound geometric tail 1 Density of time of ruin 1 Discounting 1 Diskontierung 1 Exponential distribution 1 Finanzmathematik 1 Finite time ruin probability 1 Lagrange’s expansion theorem 1 MAP risk model 1 Mathematical finance 1 Mixed Erlang distribution 1 Moments of time of ruin 1 Probability theory 1 Risikoaversion 1 Risk aversion 1 Statistical distribution 1 Statistische Verteilung 1 Surplus prior to ruin 1 Time of ruin 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1
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Article 4
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 2
Author
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Cheung, Eric C. K. 1 Cheung, Eric C.K. 1 Dickson, David C. M. 1 Landriault, David 1 Li, Jingchao 1 Li, Shuanming 1 Shi, Tianxiang 1 Willmot, Gordon E. 1
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Insurance / Mathematics & economics 2 Insurance: Mathematics and Economics 2
Source
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
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Some ruin problems for the MAP risk model
Li, Jingchao; Dickson, David C. M.; Li, Shuanming - In: Insurance / Mathematics & economics 65 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011422838
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Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Cheung, Eric C.K. - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 343-354
claims and the number of claims until ruin are studied upon assumption on the claim severities. Numerical illustrations are …
Persistent link: https://www.econbiz.de/10010702908
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Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Cheung, Eric C. K. - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 343-354
Persistent link: https://www.econbiz.de/10010195920
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Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 371-379
each term in the expansion through analysis involving the distribution of the number of claims until ruin. The (defective …) distribution of the number of claims until ruin is then further examined. Interestingly, a connection to the well-known extended … the time to ruin, the surplus prior to ruin, and the number of claims until ruin is derived. In the last section, the …
Persistent link: https://www.econbiz.de/10010576729
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