On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims

DOI10.1239/jap/1409932679zbMath1329.60119OpenAlexW2160093396MaRDI QIDQ2923441

Christian Y. Robert

Publication date: 15 October 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1409932679

zbMATH Keywords

stochastic dominancefinite time ruin probabilityhomogeneous risk modelDe Vylder-Goovaerts conjecture

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Exchangeability for stochastic processes (60G09)

Related Items (3)

De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts ⋮ Some comparison results for finite-time ruin probabilities in the classical risk model ⋮ The De Vylder–Goovaerts conjecture holds within the diffusion limit

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