Add to ORKGinS paper villi derive some formulas for obtaining the ruin function and the distribution of total claims of collective risk theory. These results will be illustrated by five examples, of which two show th
In the collective risk model, the aggregate claim amount for the portfolio is denoted by S=X1+X2+…+X...
The classical model of collective risk theory is extended in that a diffusion process is added to th...
In the present note we consider the classical continuous time model of the collective theory of risk...
Our thesis includes 2 sections. In section 1, we mainly discuss the distribution function and the em...
In the usual model of the collective risk theory, we are interested in the severity of ruin, as well...
In the classical compound Poisson model of the collective theory of risk let ?(u, y) denote the prob...
This paper presents essential elements of the theory of risk. Collective risk models over an extende...
We provide upper bounds to the probability of ruin into a modified model of the collective risk the...
In the classical compound Poisson model of the collective risk theory we consider X, the surplus bef...
AbstractIn this paper we propose a highly accurate approximation procedure for ruin probabilities in...
We propose a new method for calculating the risk of ruin with reference to both life and damages ins...
ABSTRACT In the classical risk model, we use probabilistic arguments to write down expressions in t...
International audienceWe show that a simple mixing idea allows to establish a number of explicit for...
In applications of collective risk theory, complete information about the individual claim amount di...
In applications of collective risk theory, complete information about the individual claim amount di...
In the collective risk model, the aggregate claim amount for the portfolio is denoted by S=X1+X2+…+X...
The classical model of collective risk theory is extended in that a diffusion process is added to th...
In the present note we consider the classical continuous time model of the collective theory of risk...
Our thesis includes 2 sections. In section 1, we mainly discuss the distribution function and the em...
In the usual model of the collective risk theory, we are interested in the severity of ruin, as well...
In the classical compound Poisson model of the collective theory of risk let ?(u, y) denote the prob...
This paper presents essential elements of the theory of risk. Collective risk models over an extende...
We provide upper bounds to the probability of ruin into a modified model of the collective risk the...
In the classical compound Poisson model of the collective risk theory we consider X, the surplus bef...
AbstractIn this paper we propose a highly accurate approximation procedure for ruin probabilities in...
We propose a new method for calculating the risk of ruin with reference to both life and damages ins...
ABSTRACT In the classical risk model, we use probabilistic arguments to write down expressions in t...
International audienceWe show that a simple mixing idea allows to establish a number of explicit for...
In applications of collective risk theory, complete information about the individual claim amount di...
In applications of collective risk theory, complete information about the individual claim amount di...
In the collective risk model, the aggregate claim amount for the portfolio is denoted by S=X1+X2+…+X...
The classical model of collective risk theory is extended in that a diffusion process is added to th...
In the present note we consider the classical continuous time model of the collective theory of risk...