✦ LIBER ✦

Multirisks Model and Finite-Time Ruin Probabilities

✍ Scribed by Philippe Picard; Claude Lefèvre; Ibrahim Coulibaly

Book ID: 111559439
Publisher: Springer US
Year: 2003
Tongue: English
Weight: 581 KB
Volume: 5
Category: Article
ISSN: 1387-5841
DOI: 10.1023/a:1026287204089

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bayesian estimation of finite time ruin

Bayesian estimation of finite time ruin probabilities

✍ M. Concepcion Ausin; Michael P. Wiper; Rosa E. Lillo 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 282 KB

## Abstract In this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions. We illustrate that t

Recursive calculation of finite-time rui

Recursive calculation of finite-time ruin probabilities

✍ F. De Vylder; M.J. Goovaerts 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 371 KB

Bayesian Dividend Optimization and Finit

Bayesian Dividend Optimization and Finite Time Ruin Probabilities

✍ Leobacher, Gunther; Szölgyenyi, Michaela; Thonhauser, Stefan 📂 Article 📅 2014 🏛 Taylor and Francis Group 🌐 English ⚖ 403 KB

On finite-time ruin probabilities for cl

On finite-time ruin probabilities for classical risk models

✍ Lefèvre, Claude; Loisel, Stéphane 📂 Article 📅 2008 🏛 Taylor and Francis Group 🌐 English ⚖ 230 KB

The probability of ruin in finite time

✍ A. Baltrünas 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 203 KB

Explicit finite-time and infinite-time r

Explicit finite-time and infinite-time ruin probabilities in the continuous case

✍ F.Etienne De Vylder; Marc J. Goovaerts 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 128 KB