In this note, we consider the classical insurance risk model with heavy-tailed claim distributions. By using the Pollaczek-Khinchin Formula, we provide some sensitivity analysis on the ruin probability. © 2004 Elsevier B.V. All rights reserved.link_to_subscribed_fulltex
Numerical evaluation of ruin probabilities in heavy-tailed risk models is an important and challengi...
Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If c...
In this paper we propose a class of infinite--dimensional phase--type distributions with finit...
International audienceIn this paper, the classical Poisson risk model is considered. The claims are ...
In this paper, the classical Poisson risk model is considered. The claims are supposed to be modeled...
In this note we discuss upper and lower bound for the ruin probability in an insurance model with ve...
In this paper we investigate the ruin probability in the classical risk model under a positive const...
In this paper we investigate the ruin probability in the classical risk model under a positive const...
In contrast with the classical Cramer-Lundberg model where the premium process is a linear function ...
This paper investigates the probability of ruin within a finite period of time in the context of an ...
In this note we discuss upper and lower bound for the ruin probabil-ity in an insurance model with v...
At first the paper investigates the asymptotic behavior of the finite-time ruin probability with con...
AbstractThis paper investigates the probability of ruin within finite horizon for a discrete time ri...
This research is conducted on ruin problems in two fields. First, the ruin or survival of an economi...
Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If c...
Numerical evaluation of ruin probabilities in heavy-tailed risk models is an important and challengi...
Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If c...
In this paper we propose a class of infinite--dimensional phase--type distributions with finit...
International audienceIn this paper, the classical Poisson risk model is considered. The claims are ...
In this paper, the classical Poisson risk model is considered. The claims are supposed to be modeled...
In this note we discuss upper and lower bound for the ruin probability in an insurance model with ve...
In this paper we investigate the ruin probability in the classical risk model under a positive const...
In this paper we investigate the ruin probability in the classical risk model under a positive const...
In contrast with the classical Cramer-Lundberg model where the premium process is a linear function ...
This paper investigates the probability of ruin within a finite period of time in the context of an ...
In this note we discuss upper and lower bound for the ruin probabil-ity in an insurance model with v...
At first the paper investigates the asymptotic behavior of the finite-time ruin probability with con...
AbstractThis paper investigates the probability of ruin within finite horizon for a discrete time ri...
This research is conducted on ruin problems in two fields. First, the ruin or survival of an economi...
Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If c...
Numerical evaluation of ruin probabilities in heavy-tailed risk models is an important and challengi...
Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If c...
In this paper we propose a class of infinite--dimensional phase--type distributions with finit...
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