Results 211 to 217 of about 2,063 (217)

From ruin theory to pricing reset guarantees and perpetual put options

Insurance: Mathematics and Economics, 1999
Elias Shiu, Hans U Gerber
exaly  

On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes

Insurance: Mathematics and Economics, 2004
Hailiang Yang
exaly  

Ruin problems and dual events

Insurance: Mathematics and Economics, 1994
David Dickson
exaly  

Ruin estimates under interest force

Insurance: Mathematics and Economics, 1995
Bjørn Sundt, Józef L Teugels
exaly  

Reinsurance and ruin

Insurance: Mathematics and Economics, 1996
David Dickson, Howard R Waters
exaly  

Discounted probabilities and ruin theory in the compound binomial model

Insurance: Mathematics and Economics, 2000
Elias Shiu, Hans U Gerber
exaly  

Ruin Problems for Phase-Type(2) Risk Processes

Scandinavian Actuarial Journal, 2000
David Dickson, Christian Hipp
exaly