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The present as sound, the past as fury: the ruin in time-space in the sound and the fury of William Faulkner

, 2019
Yiğit Kader
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On finite-time ruin probabilities with reinsurance cycles influenced by large claims

, 2011
Mathieu Bargès, Stéphane Loisel, Xavier Venel   +2 more
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Supermodular Comparison of Time-to-Ruin Random Vectors

Methodology and Computing in Applied Probability, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Denuit, Michel, Frostig, Esther, Levikson, Benny   +2 more
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Ruin time and aggregate claim amount up to ruin time for the perturbed risk process

Scandinavian Actuarial Journal, 2013
We consider the classical Sparre-Andersen risk process perturbed by a Wiener process, and study the joint distribution of the ruin time and the aggregate claim amounts until ruin by determining its Laplace transform. This is first done when the claim amounts follow respectively an exponential/Phase-type distribution, in which case we also compute the ...
Rabehasaina, Landy, Chi-Liang Tsai, Cary
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An approximation to the finite time ruin function

Scandinavian Actuarial Journal, 1972
Abstract Let X 1, X 2,... be a sequence of independent, identically distributed random variables with P(X⩽0)=0, and such that pκ = ƒ0 ∞ x κ dP(x) u) for u⩾0.
Beekman, John A., Bowers, Newton L. jun.
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The time to ruin and the number of claims until ruin for phase-type claims

Insurance: Mathematics and Economics, 2012
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Frostig, Esther, Pitts, Susan M., Politis, Konstadinos   +2 more
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The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion

Insurance: Mathematics and Economics, 2003
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Chiu, S. N., Yin, C. C.
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On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model

North American Actuarial Journal, 2009
Abstract The seminal paper by Gerber and Shiu (1998) unified and extended the study of the event of ruin and related quantities, including the time at which the event of ruin occurs, the deficit at the time of ruin, and the surplus immediately prior to ruin.
David Landriault, Gordon E. Willmot
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An approximation to the finite time ruin function, part II

Scandinavian Actuarial Journal, 1972
Abstract Let X 1, X 2,... be a sequence of independent, identically distributed random variables with P(X⩽0)=0, and such that pκ = ƒ0 ∞ x κ dP(x) u) for u⩾0. An alternate method of approximating Ψ(u, T) was presented in [10] by Olof Thorin and exemplified in [11] by Nils Wikstad.
John A. Beekman, Newton L. Bowers
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