Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Dickson, David C.M.
1993.
On the distribution of the claim causing ruin.
Insurance: Mathematics and Economics,
Vol. 12,
Issue. 2,
p.
143.
Stanford, D.A.
and
Stroiński, K.J.
1994.
Recursive Methods for Computing Finite-Time Ruin Probabilities for Phase-Distributed Claim Sizes.
ASTIN Bulletin,
Vol. 24,
Issue. 2,
p.
235.
Picard, Philippe
and
Lefèvre, Claude
1994.
On the first crossing of the surplus process with a given upper barrier.
Insurance: Mathematics and Economics,
Vol. 14,
Issue. 2,
p.
163.
Picard, Philippe
1994.
On some measures of the severity of ruin in the classical Poisson model.
Insurance: Mathematics and Economics,
Vol. 14,
Issue. 2,
p.
107.
Dickson, David C.M.
dos Reis, Alfredo D. Egídio
and
Waters, Howard R.
1995.
Some Stable Algorithms in Ruin Theory and Their Applications.
ASTIN Bulletin,
Vol. 25,
Issue. 2,
p.
153.
Frey, Andreas
and
Schmidt, Volker
1996.
Taylor-series expansion for multivariate characteristics of classical risk processes.
Insurance: Mathematics and Economics,
Vol. 18,
Issue. 1,
p.
1.
Di Lorenzo, Emilia
and
Tessitore, Gerarda
1996.
Approximate solutions of severity of ruins.
Blätter der DGVFM,
Vol. 22,
Issue. 4,
p.
705.
Dickson, David C. M.
and
Egídio Dos Reis, Alfredo D.
1996.
On the distribution of the duration of negative surplus.
Scandinavian Actuarial Journal,
Vol. 1996,
Issue. 2,
p.
148.
Willmot, Gordon E.
and
Sheldon Lin, X.
1998.
Exact and approximate properties of the distribution of surplus before and after ruin.
Insurance: Mathematics and Economics,
Vol. 23,
Issue. 1,
p.
91.
Gerber, Hans U.
and
Landry, Bruno
1998.
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option.
Insurance: Mathematics and Economics,
Vol. 22,
Issue. 3,
p.
263.
Lin, X.Sheldon
and
Willmot, Gordon E.
1999.
Analysis of a defective renewal equation arising in ruin theory.
Insurance: Mathematics and Economics,
Vol. 25,
Issue. 1,
p.
63.
El Bantli, Faouzi
and
Snoussi, Mohammed
1999.
Explicit form of finite-time severity of ruin for phase-distributed claim sizes.
Blätter der DGVFM,
Vol. 24,
Issue. 1,
p.
11.
Usábel, Miguel
1999.
Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique.
Insurance: Mathematics and Economics,
Vol. 25,
Issue. 2,
p.
133.
Usábel, M.A.
1999.
A note on the Taylor series expansions for multivariate characteristics of classical risk processes.
Insurance: Mathematics and Economics,
Vol. 25,
Issue. 1,
p.
37.
Usábel, M.A.
1999.
Practical approximations for multivariate characteristics of risk processes.
Insurance: Mathematics and Economics,
Vol. 25,
Issue. 3,
p.
397.
Lin, X.Sheldon
and
Willmot, Gordon E.
2000.
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin.
Insurance: Mathematics and Economics,
Vol. 27,
Issue. 1,
p.
19.
J.M. Reinhard
and
Snoussi, M.
2001.
On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model.
ASTIN Bulletin,
Vol. 31,
Issue. 2,
p.
255.
Wagner, Christian
2001.
A Note on Ruin in a Two State Markov Model.
ASTIN Bulletin,
Vol. 31,
Issue. 2,
p.
349.
Tsai, Cary Chi-Liang
2001.
On the discounted distribution functions of the surplus process perturbed by diffusion.
Insurance: Mathematics and Economics,
Vol. 28,
Issue. 3,
p.
401.
Reinhard, J. M.
and
Snoussi, M.
2002.
The severity of ruin in a discrete semi-Markov risk model.
Stochastic Models,
Vol. 18,
Issue. 1,
p.
85.