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Ruin probabilities in the discrete time renewal risk model

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  • Cossette, Helene
  • Landriault, David
  • Marceau, Etienne

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  • Cossette, Helene & Landriault, David & Marceau, Etienne, 2006. "Ruin probabilities in the discrete time renewal risk model," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 309-323, April.
    • Handle: RePEc:eee:insuma:v:38:y:2006:i:2:p:309-323
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    References listed on IDEAS

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    1. repec:cup:astinb:v:18:y:1988:i:02:p:161-168_00 is not listed on IDEAS
    2. Willmot, Gordon E., 1989. "Limiting tail behaviour of some discrete compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 8(3), pages 175-185, November.
    3. Pavlova, Kristina P. & Willmot, Gordon E., 2004. "The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 267-277, October.
    4. repec:cup:astinb:v:19:y:1989:i:02:p:179-190_00 is not listed on IDEAS
    5. Dickson, D. C. M., 2001. "Lundberg Approximations for Compound Distributions with Insurance Applications. By G. E. Willmot and X. S. Lin. (Springer, 2000)," British Actuarial Journal, Cambridge University Press, vol. 7(4), pages 690-691, October.
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    Cited by:

    1. Sung Soo Kim & Steve Drekic, 2016. "Ruin Analysis of a Discrete-Time Dependent Sparre Andersen Model with External Financial Activities and Randomized Dividends," Risks, MDPI, vol. 4(1), pages 1-15, February.
    2. Marceau, Etienne, 2009. "On the discrete-time compound renewal risk model with dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 245-259, April.
    3. Steve Drekic & Ana Maria Mera, 2011. "Ruin Analysis of a Threshold Strategy in a Discrete-Time Sparre Andersen Model," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 723-747, December.
    4. Dila Puspita & Adam Kolkiewicz & Ken Seng Tan, 2020. "Discrete Time Ruin Probability for Takaful (Islamic Insurance) with Investment and Qard-Hasan (Benevolent Loan) Activities," JRFM, MDPI, vol. 13(9), pages 1-24, September.

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