On ruin probability and aggregate claim representations for Pareto claim size distributions
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References listed on IDEAS
- Ramsay, Colin M., 2003. "A solution to the ruin problem for Pareto distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 109-116, August.
- Embrechts, P. & Veraverbeke, N., 1982. "Estimates for the probability of ruin with special emphasis on the possibility of large claims," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 55-72, January.
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- Nguyen Quang Huy & Robert Christian Y., 2015. "Series expansions for convolutions of Pareto distributions," Statistics & Risk Modeling, De Gruyter, vol. 32(1), pages 49-72, April.
- Albrecher, Hansjörg & Constantinescu, Corina & Loisel, Stephane, 2011.
"Explicit ruin formulas for models with dependence among risks,"
Insurance: Mathematics and Economics,
Elsevier, vol. 48(2), pages 265-270, March.
- Hansjoerg Albrecher & Corina Constantinescu & Stéphane Loisel, 2011. "Explicit ruin formulas for models with dependence among risks," Post-Print hal-00540621, HAL.
- Kortschak, Dominik & Albrecher, Hansjörg, 2010. "An asymptotic expansion for the tail of compound sums of Burr distributed random variables," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 612-620, April.
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