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  • Search: subject:"ballot theorem"
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Year of publication
Subject
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Ballot theorem 2 Deficit at ruin 1 Law of large numbers 1 Probability theory 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Ruin probability 1 Solvency II 1 Stationary and independent increment 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Value-at-Risk 1 Wahrscheinlichkeitsrechnung 1 ballot theorem 1 compound Poisson model 1 compound Poisson process 1 compound binomial model 1 finite and infinite horizon 1 pseudo-distributions 1 ruin probability 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Fung, Derrick W. H. 1 Lee, Wing Yan 1 Lefèvre, Claude 1 Loisel, Stéphane 1 Mallows, Colin 1 Nair, Vijayan 1 Yuen, Fei Lung 1
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Institution
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HAL 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 Insurance / Mathematics & economics 1 Post-Print / HAL 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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A cyclic approach on classical ruin model
Yuen, Fei Lung; Lee, Wing Yan; Fung, Derrick W. H. - In: Insurance / Mathematics & economics 91 (2020), pp. 104-110
Persistent link: https://www.econbiz.de/10012241992
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On Finite-Time Ruin Probabilities for Classical Risk Models
Lefèvre, Claude; Loisel, Stéphane - HAL - 2008
of (non-)ruin within finite time. First, a standard method based on the ballot theorem and an argument of Seal … amounts, combined with some simple implications of the ballot theorem, leads to the desired formula. Two expressions for the …
Persistent link: https://www.econbiz.de/10008792658
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Cover Image
On a zero-crossing probability
Mallows, Colin; Nair, Vijayan - In: Annals of the Institute of Statistical Mathematics 41 (1989) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10005169326
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