Results 221 to 230 of about 16,611 (237)

Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

Advances in Applied Probability, 2004
Qihe Tang, Gurami Sh Tsitsiashvili
exaly  

Analysis of a defective renewal equation arising in ruin theory

Insurance: Mathematics and Economics, 1999
Gordon E Willmot
exaly  

Saddlepoint approximations for the probability of ruin in finite time

Insurance: Mathematics and Economics, 1996
openaire   +2 more sources

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 1997
exaly  

The finite-time ruin probability of the compound Poisson model with constant interest force

Journal of Applied Probability, 2005
Qihe Tang
exaly  

Nonparametric estimation of the finite time ruin probability in the classical risk model

Scandinavian Actuarial Journal, 2017
Zhimin Zhang
exaly  

On the Time Value of Ruin

North American Actuarial Journal, 1998
exaly  

Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

Journal of Mathematical Analysis and Applications, 2013
exaly  

Uniform asymptotics of the finite-time ruin probability for all times

Journal of Mathematical Analysis and Applications, 2012
exaly  

The Probability and Severity of Ruin in Finite and Infinite Time

ASTIN Bulletin, 1992
exaly