BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL

DOI10.1142/S0219024907004482zbMath1140.91427OpenAlexW2137175998MaRDI QIDQ3502981

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Publication date: 20 May 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024907004482

zbMATH Keywords

ruin probabilitymaximum severity of ruingeneralized exponential distributionupper barrier

Mathematics Subject Classification ID

Cites Work

• Generalized exponential distribution: different method of estimations
• Generalized exponential distributions
• The Time Value of Ruin in a Sparre Andersen Model
• On a Class of Renewal Risk Processes

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