IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v1y1982i3p213-217.html
   My bibliography  Save this article

Ruin theory in the linear model

Author

Listed:
  • Gerber, Hans U.

Abstract

No abstract is available for this item.

Suggested Citation

  • Gerber, Hans U., 1982. "Ruin theory in the linear model," Insurance: Mathematics and Economics, Elsevier, vol. 1(3), pages 213-217, July.
    • Handle: RePEc:eee:insuma:v:1:y:1982:i:3:p:213-217
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-6687(82)90011-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Barbe, Ph. & McCormick, W.P., 2010. "An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes," Stochastic Processes and their Applications, Elsevier, vol. 120(6), pages 801-828, June.
    2. Albrecher Hansjörg & Kantor Josef, 2002. "Simulation of ruin probabilities for risk processes of Markovian type," Monte Carlo Methods and Applications, De Gruyter, vol. 8(2), pages 111-128, December.
    3. Ramsés H. Mena & Luis E. Nieto-Barajas, 2007. "Exchangeable Claims Sizes in a Compound Poisson Type Proces," ICER Working Papers - Applied Mathematics Series 19-2007, ICER - International Centre for Economic Research.
    4. Nyrhinen, Harri, 1995. "On the typical level crossing time and path," Stochastic Processes and their Applications, Elsevier, vol. 58(1), pages 121-137, July.
    5. Christ, Ralf & Steinebach, Josef, 1995. "Estimating the adjustment coefficient in an ARMA(p, q) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 149-161, October.
    6. Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2016. "Solvency capital requirement for a temporal dependent losses in insurance," Economic Modelling, Elsevier, vol. 58(C), pages 588-598.
    7. Hélène Cossette & Etienne Marceau & Véronique Maume-Deschamps, 2011. "Adjustment Coefficient for Risk Processes in Some Dependent Contexts," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 695-721, December.
    8. Muller, Alfred & Pflug, Georg, 2001. "Asymptotic ruin probabilities for risk processes with dependent increments," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 381-392, June.
    9. Cossette, Hélène & Marceau, Étienne & Toureille, Florent, 2011. "Risk models based on time series for count random variables," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 19-28, January.
    10. Zhang, Zhiqiang & Yuen, Kam C. & Li, Wai Keung, 2007. "A time-series risk model with constant interest for dependent classes of business," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 32-40, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:1:y:1982:i:3:p:213-217. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.