Homogeneous risk models with equalized claim amounts
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Publication:1584518
DOI10.1016/S0167-6687(99)00055-4zbMath1103.91361OpenAlexW2082246251MaRDI QIDQ1584518
F. Etienne De Vylder, Marc J. Goovaerts
Publication date: 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00055-4
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De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts ⋮ Duality in ruin problems for ordered risk models ⋮ A new look at the homogeneous risk model ⋮ Survival probabilities in bivariate risk models, with application to reinsurance ⋮ Ruin and deficit under claim arrivals with the order statistics property ⋮ Two-sided exit problems in the ordered risk model ⋮ Approximating the probability density function of a transformation of random variables ⋮ Ruin probabilities for risk models with ordered claim arrivals ⋮ Appell pseudopolynomials and Erlang-type risk models ⋮ The De Vylder–Goovaerts conjecture holds within the diffusion limit ⋮ Inequality extensions of Prabhu's formula in ruin theory
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