Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times

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ASTIN Bulletin, Vol. 34, Iss. 2, 2004-11 ,pp. : 315-332

Cambridge University Press

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DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS

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ASTIN Bulletin, Vol. 43, Iss. 1, 2013-04 ,pp. : 39-59

Cambridge University Press

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Recursive Methods for Computing Finite-Time Ruin Probabilities for Phase-Distributed Claim Sizes

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ASTIN Bulletin, Vol. 24, Iss. 2, 1994-11 ,pp. : 235-254

Cambridge University Press

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THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL

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ASTIN Bulletin, Vol. 46, Iss. 2, 2016-03 ,pp. : 431-467

Cambridge University Press

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Analytical steps towards a numerical calculation of the ruin probability for a finite period when the riskprocess is of the Poisson type or of the more general type studied by Sparre Andersen*

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ASTIN Bulletin, Vol. 6, Iss. 1, 1971-09 ,pp. : 54-65

Cambridge University Press

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