Add to ORKGIn this talk, we describe several models with dependent risks and give some exact or asymptotic formulas for finite-time or infinite-time ruin probabilities. Considered models either feature correlation crises (which occur when risks that are independent in the classical regime suddenly become strongly correlated) or correlations obtained by mixture models
(Uncorrected OCR) Abstract of the thesis entitled ON INSURANCE RISK MODELS WITH CORRELATED CLASSE...
We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a ...
This paper deals with some negatively dependent risk models with a constant interest rate, dominated...
International audienceIn the renewal risk model, several strong hypotheses may be found too restrict...
International audienceIn the renewal risk model, several strong hypotheses may be found too restrict...
This paper considered a dependent discrete-time risk model, in which the insurance risks are represe...
International audienceThe purpose of this paper is to point out that an asymptotic rule "A+B/u" for ...
Classical risk process models in insurance rely on independency. However, especially when modelling ...
We show that a simple mixing idea allows one to establish a number of explicit formulas for ruin pro...
Recently, Chen (2011) studied the finite-time ruin probability in a discrete-time risk model in whic...
The paper is devoted to the risk process with dependent interclaim times. The influence of degree of...
The purpose of this paper is to point out that an asymptotic rule A + B / u for the ultimate ruin pr...
This is the second revised version dated on June 18, 2008 This paper establishes some asymptotic res...
Cette thèse présente de nouveaux modèles et de nouveaux résultats en théorie de la ruine, lorsque le...
This paper establishes some enlightening connections between the explicit formulas of the finite-tim...
(Uncorrected OCR) Abstract of the thesis entitled ON INSURANCE RISK MODELS WITH CORRELATED CLASSE...
We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a ...
This paper deals with some negatively dependent risk models with a constant interest rate, dominated...
International audienceIn the renewal risk model, several strong hypotheses may be found too restrict...
International audienceIn the renewal risk model, several strong hypotheses may be found too restrict...
This paper considered a dependent discrete-time risk model, in which the insurance risks are represe...
International audienceThe purpose of this paper is to point out that an asymptotic rule "A+B/u" for ...
Classical risk process models in insurance rely on independency. However, especially when modelling ...
We show that a simple mixing idea allows one to establish a number of explicit formulas for ruin pro...
Recently, Chen (2011) studied the finite-time ruin probability in a discrete-time risk model in whic...
The paper is devoted to the risk process with dependent interclaim times. The influence of degree of...
The purpose of this paper is to point out that an asymptotic rule A + B / u for the ultimate ruin pr...
This is the second revised version dated on June 18, 2008 This paper establishes some asymptotic res...
Cette thèse présente de nouveaux modèles et de nouveaux résultats en théorie de la ruine, lorsque le...
This paper establishes some enlightening connections between the explicit formulas of the finite-tim...
(Uncorrected OCR) Abstract of the thesis entitled ON INSURANCE RISK MODELS WITH CORRELATED CLASSE...
We discuss the uniformly asymptotic estimate of the finite-time ruin probability for all times in a ...
This paper deals with some negatively dependent risk models with a constant interest rate, dominated...