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Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims

Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 421-443

Persistent link: https://www.econbiz.de/10011312279

Upper and Lower Bounds for a Finite-Type Ruin Probability in a Nonhomogeneous Risk Process

Raducan, Anisoara Maria - 2016

Based on many numerical examples, Raducan et al. (2015b) stated a conjecture that relates the order in which some nonhomogeneous claims arrive to the magnitude of the corresponding ruin probability. In that conjecture, the usual stochastic order has been considered for the claims. However, in...

Persistent link: https://www.econbiz.de/10012979189

On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution

Vernic, Raluca - In: Insurance / Mathematics & economics 79 (2018), pp. 184-193

Persistent link: https://www.econbiz.de/10011825436

Multivariate count data generalized linear models : three approaches based on the Sarmanov distribution

Bolancé, Catalina; Vernic, Raluca - In: Insurance / Mathematics & economics 85 (2019), pp. 89-103

Persistent link: https://www.econbiz.de/10011990617

On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims

Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, … - In: Scandinavian actuarial journal (2017) 5, pp. 441-451

Persistent link: https://www.econbiz.de/10011772219

On the evaluation of multivariate compound distributions with continuous severity distributions and sarmanov's counting distribution

Tamraz, Maissa; Vernic, Raluca - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 841-870

Persistent link: https://www.econbiz.de/10011875907