Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21(2)

DOI10.1080/10920277.2019.1616965zbMath1426.91215OpenAlexW2946298975MaRDI QIDQ5241930

François Dufresne

Publication date: 4 November 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1616965

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
• The surpluses immediately before and at ruin, and the amount of the claim causing ruin
• A Direct Approach to the Discounted Penalty Function
• On the Time Value of Ruin

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