Add to ORKGDiscrete-time risk model is considered, and recurrent algorithm for the cal- culating the finite-time probability of ruin is investigated. Keywords: finite-time probability of ruin, discrete time risk model
International audienceWe consider the classical risk model and carry out a sensitivity and robustnes...
The article deals with the classical discrete-time risk model with non-identically distributed claim...
This paper is concerned with a non-homogeneous discrete time risk model where premiums are fixed but...
Discrete-time risk model is considered, and recurrent algorithm for the cal- culating the finite-ti...
Recursive formula for infinite time ruin probability in the multi-seasonal discrete-time risk model ...
This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppos...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is cr...
An explicit formula for the finite-time ruin probability in a discrete-time collective ruin model wi...
AbstractThis paper investigates the probability of ruin within finite horizon for a discrete time ri...
Chen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such ...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
In this paper we consider a classical insurance surplus process affected by a constant interest forc...
ABSTRACT. We study the ruin problem over a risk process described by a discrete-time Markov model. I...
This paper investigates the finite- and infinite-time ruin probabilities in a discrete-time stochast...
International audienceWe consider the classical risk model and carry out a sensitivity and robustnes...
The article deals with the classical discrete-time risk model with non-identically distributed claim...
This paper is concerned with a non-homogeneous discrete time risk model where premiums are fixed but...
Discrete-time risk model is considered, and recurrent algorithm for the cal- culating the finite-ti...
Recursive formula for infinite time ruin probability in the multi-seasonal discrete-time risk model ...
This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppos...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is cr...
An explicit formula for the finite-time ruin probability in a discrete-time collective ruin model wi...
AbstractThis paper investigates the probability of ruin within finite horizon for a discrete time ri...
Chen et al. (2014), studied a discrete semi-Markov risk model that covers existing risk models such ...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
In this paper we consider a classical insurance surplus process affected by a constant interest forc...
ABSTRACT. We study the ruin problem over a risk process described by a discrete-time Markov model. I...
This paper investigates the finite- and infinite-time ruin probabilities in a discrete-time stochast...
International audienceWe consider the classical risk model and carry out a sensitivity and robustnes...
The article deals with the classical discrete-time risk model with non-identically distributed claim...
This paper is concerned with a non-homogeneous discrete time risk model where premiums are fixed but...