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The moments of ruin time in the classical risk model with discrete claim size distribution

Picard, Philippe; Lefevre, Claude - In: Insurance: Mathematics and Economics 23 (1998) 2, pp. 157-172

Persistent link: https://www.econbiz.de/10005374527

On some measures of the severity of ruin in the classical Poisson model

Picard, Philippe - In: Insurance: Mathematics and Economics 14 (1994) 2, pp. 107-115

Persistent link: https://www.econbiz.de/10005374695

A new look at the homogeneous risk model

Lefèvre, Claude; Picard, Philippe - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 512-519

The present paper aims to revisit the homogeneous risk model investigated by De Vylder and Goovaerts (1999, 2000). First, a claim arrival process is defined on a fixed time interval by assuming that the arrival times satisfy an order statistic property. Then, the variability and the covariance...

Persistent link: https://www.econbiz.de/10011046566

Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Denuit, Michel; Lefevre, Claude - In: Insurance: Mathematics and Economics 20 (1997) 3, pp. 197-213

Persistent link: https://www.econbiz.de/10005374577

Comparison of individual risk models

Lefevre, Claude; Utev, Sergey - In: Insurance: Mathematics and Economics 28 (2001) 1, pp. 21-30

Persistent link: https://www.econbiz.de/10005374740

A class of bivariate stochastic orderings, with applications in actuarial sciences

Denuit, Michel; Lefevre, Claude; Mesfioui, M'hamed - In: Insurance: Mathematics and Economics 24 (1999) 1-2, pp. 31-50

Persistent link: https://www.econbiz.de/10005374977

Extremal generators and extremal distributions for the continuous s-convex stochastic orderings

Denuit, Michel; Vylder, Etienne De; Lefevre, Claude - In: Insurance: Mathematics and Economics 24 (1999) 3, pp. 201-217

Persistent link: https://www.econbiz.de/10005375309

On s-convex stochastic extrema for arithmetic risks

Denuit, Michel; Lefevre, Claude; Mesfioui, M'hamed - In: Insurance: Mathematics and Economics 25 (1999) 2, pp. 143-155

Persistent link: https://www.econbiz.de/10005375522

Measuring the impact of dependence between claims occurrences

Denuit, Michel; Lefevre, Claude; Utev, Sergey - In: Insurance: Mathematics and Economics 30 (2002) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10005380688