ruin probability

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1
Ruin Probability for Stochastic Flows of Financial Contract under Phase-Type Distribution
Franck Adékambi;Kokou Essiomle;Adékambi, Franck;Essiomle, Kokou;
2020 risks DOI: 10.3390/risks8020053 286 views
2
ruin probabilities with dependence on the number of claims within a fixed time window
;Corina Constantinescu;Suhang Dai;Weihong Ni;Zbigniew Palmowski
2016 world neurosurgery DOI: 10.3390/risks4020017 171 views
3
the effects of largest claim and excess of loss reinsurance on a company’s ruin time and valuation
;Yuguang Fan;Philip S. Griffin;Ross Maller;Alexander Szimayer;Tiandong Wang
2017 world neurosurgery DOI: 10.3390/risks5010003 177 views

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stochastic cash flow sparre andersen model phase-type distribution erlang distribution coxian distribution moment generating function markov additive processinsurance