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Explicit finite-time and infinite-time ruin probabilities in the continuous case


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  • De Vylder, F. Etienne
  • Goovaerts, Marc J.


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Bibliographic Info

Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 24 (1999)
Issue (Month): 3 (May)
Pages: 155-172

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Handle: RePEc:eee:insuma:v:24:y:1999:i:3:p:155-172

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Cited by:
  1. Irmina Czarna & Zbigniew Palmowski, 2009. "De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process," Papers, 0906.2100,, revised Feb 2011.
  2. Mathieu Bargès & Stéphane Loisel & Xavier Venel, 2011. "On finite-time ruin probabilities with reinsurance cycles influenced by large claims," Post-Print, HAL hal-00430178, HAL.
  3. Wu, Rong & Wang, Guojing & Wei, Li, 2003. "Joint distributions of some actuarial random vectors containing the time of ruin," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 33(1), pages 147-161, August.
  4. Malinovskii, Vsevolod K., 2012. "Equitable solvent controls in a multi-period game model of risk," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 51(3), pages 599-616.
  5. Claude Lefèvre & Stéphane Loisel, 2008. "On Finite-Time Ruin Probabilities for Classical Risk Models," Post-Print, HAL hal-00168958, HAL.


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