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Company Value with Ruin Constraint in a Discrete Model

Risks, 2018
exaly  

Improved Asymptotics for Ruin Probabilities

2014
openaire   +1 more source

Ruin probabilities with correlated claims

2012
openaire   +1 more source

Ruin probability with stochastic interest

2010
openaire   +1 more source

Upper bounds for ruin probability

2010
openaire   +1 more source

Lundberg inequality for ruin probability

2010
openaire   +1 more source
risk theory, insurance
mathematics
laplace transform
de vylder approximation
risk theory
fourier transform
8. economic growth
risk process
severity of ruin
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