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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

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 & economics 49 (2011) 3, pp. 371-379

Persistent link: https://www.econbiz.de/10009404703

An adaptive premium policy with a Bayesian motivation in the classical risk model

Landriault, David; Lemieux, Christiane; Willmot, Gordon E. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 370-378

Persistent link: https://www.econbiz.de/10009669573

Occuptation times in the MAP risk model

Landriault, David; Shi, Tianxiang - In: Insurance / Mathematics & economics 60 (2015), pp. 75-82

Persistent link: https://www.econbiz.de/10010484828

A risk model with varying premiums : its risk management implications

Li, Shu; Landriault, David; Lemieux, Christiane - In: Insurance / Mathematics & economics 60 (2015), pp. 38-46

Persistent link: https://www.econbiz.de/10010484838

On a risk model with claim investigation

Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; … - In: Insurance / Mathematics & economics 65 (2015), pp. 37-45

Persistent link: https://www.econbiz.de/10011422859

Poissonian potential measures for Lévy risk models

Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di - In: Insurance / Mathematics & economics 82 (2018), pp. 152-166

Persistent link: https://www.econbiz.de/10011929861

Drawdown analysis for the renewal insurance risk process

Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285

Persistent link: https://www.econbiz.de/10011772133

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

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