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Analysis of IBNR claims in renewal insurance models

Landriault, David; Willmot, Gordon E.; Xu, Di - In: Scandinavian actuarial journal (2017) 7, pp. 628-650

Persistent link: https://www.econbiz.de/10011848487

A note on the convexity of ruin probabilities

Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, … - In: Insurance / Mathematics & economics 74 (2017), pp. 1-6

Persistent link: https://www.econbiz.de/10011712328

On series expansions for scale functions and other ruin-related quantities

Landriault, David; Willmot, Gordon E. - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 292-306

Persistent link: https://www.econbiz.de/10012262737

A Note on the Convexity of Ruin Probabilities

Landriault, David - 2017

Conditions for the convexity of compound geometric tails and compound geometric convolution tails are established. The results are then applied to analyze the convexity of the ruin probability and the Laplace transform of the time to ruin in the classical compound Poisson risk model with and...

Persistent link: https://www.econbiz.de/10012962574

Further use of Shiu's approach to the evaluation of ultimate ruin probabilities

Willmot, Gordon E. - In: Insurance / Mathematics & economics 7 (1988) 4, pp. 275-281

Persistent link: https://www.econbiz.de/10001069440

On a partial integrodifferential equation of Seal’s type

Willmot, Gordon E. - In: Insurance / Mathematics & economics 62 (2015), pp. 54-61

Persistent link: https://www.econbiz.de/10011312088

Approximations for stop-loss premiums

Teugels, Jef L. - In: Insurance / Mathematics & economics 6 (1987) 3, pp. 195-202

Persistent link: https://www.econbiz.de/10001038080

Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability

Cai, Jun; Fang, Ying; Li, Zhi; Willmot, Gordon E. - In: The journal of risk and insurance : the journal of the … 80 (2013) 1, pp. 145-168

Persistent link: https://www.econbiz.de/10009729146

Finite-time ruin probabilities using bivariate Laguerre series

Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190

Persistent link: https://www.econbiz.de/10014325041

A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model

Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134

Persistent link: https://www.econbiz.de/10003953315