The Time Value of Ruin in a Sparre Andersen Model
暂无分享,去创建一个
[1] Sur le risque de ruine dans des jeux inéquitables , 1942 .
[2] Steve Drekic,et al. The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models , 2004 .
[3] Hailiang Yang,et al. On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes , 2004 .
[4] E. Hille. Functional Analysis And Semi-Groups , 1948 .
[5] On the discounted distribution functions for the Erlang(2) risk process , 2004 .
[6] H. Gerber,et al. The Time Value of Ruin in a Sparre Andersen Model , 2005 .
[7] R. Friedland. Life Expectancy in the Future , 1998 .
[8] Hans U. Gerber,et al. The probability and severity of ruin for combinations of exponential claim amount distributions and their translations , 1988 .
[9] Yebin Cheng,et al. Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process , 2003 .
[10] David C. M. Dickson,et al. On a class of renewal risk processes , 1998 .
[11] The Gerber-Shiu discounted penalty function in the stationary renewal risk model , 2003 .
[12] J. Cooper,et al. SEMI‐GROUPS OF OPERATORS AND APPROXIMATION , 1969 .
[13] Hans U. Gerber,et al. Rational ruin problems--a note for the teacher , 1991 .
[14] Finite Differences for Actuarial Students , 1960 .
[16] A note on a class of delayed renewal risk processes , 2004 .
[17] Gordon E. Willmot,et al. The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function , 2004 .
[18] Jun Cai,et al. Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest , 2003 .
[19] Donald Ervin Knuth,et al. The Art of Computer Programming , 1968 .
[20] José Garrido,et al. On a class of renewal risk models with a constant dividend barrier , 2004 .
[21] Anna Rita Bacinello. Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option , 2003 .
[22] William Feller,et al. An Introduction to Probability Theory and Its Applications , 1967 .
[23] H. Gerber,et al. On the Time Value of Ruin , 1997 .
[24] B. Chan. Ruin Probability for Translated Combination of Exponential Claims , 1990, ASTIN Bulletin.
[25] D. Dickson,et al. On the time to ruin for Erlang(2) risk processes , 2001 .
[26] G. Willmot. A laplace transform representation in a class of renewal queueing and risk processes , 1999, Journal of Applied Probability.
[27] Shuanming Li,et al. On ruin for the Erlang(n) risk process , 2004 .
[28] Murray R. Spiegel,et al. Schaum's outline of theory and problems of laplace transforms , 1965 .