The following pages link to Ruin estimates for large claims (Q1116613):
Displaying 19 items.
- On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064) (← links)
- The compound Poisson risk model with dependence under a multi-layer dividend strategy (Q655738) (← links)
- On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
- On the time value of absolute ruin with tax (Q659184) (← links)
- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force (Q947187) (← links)
- Ruin probabilities allowing for delay in claims settlement (Q1058802) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Estimation of ruin probabilities by means of hazard rates (Q1262683) (← links)
- The Cramér condition is necessary and sufficient for asymptotically exponential decrease of ruin probability (Q1291202) (← links)
- Large claims approximations for risk processes in a Markovian environment (Q1343592) (← links)
- A solution to the ruin problem for Pareto distributions. (Q1413341) (← links)
- Estimating the loading of the largest claims covers (Q2572154) (← links)
- The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- On the time value of absolute ruin with debit interest (Q3590742) (← links)
- Extreme value statistics and wind storm losses: A case study (Q4248562) (← links)
- (Q4723038) (← links)
- Evaluating ruin probabilities: a streamlined approach (Q5049867) (← links)
- Absolute ruin in the compound Poisson model with credit and debit interests and liquid reserves (Q6570563) (← links)
