-
1
-
-
0010086233
-
On the distribution of the supremum functional for processes with stationary independent increments
-
Baxter, G. & Donsker, M. D. (1957). On the distribution of the supremum functional for processes with stationary independent increments. Trans. Amer. Math. Soc. 85 (1),73-87.
-
(1957)
Trans. Amer. Math. Soc.
, vol.85
, Issue.1
, pp. 73-87
-
-
Baxter, G.1
Donsker, M.D.2
-
4
-
-
0001912797
-
Risk theory for the compound Poisson process that is perturbed by diffusion
-
Dufresne, F. & Gerber, H. U. (1991). Risk theory for the compound Poisson process that is perturbed by diffusion. Insurance Math. Econ. 10,51-59.
-
(1991)
Insurance Math. Econ.
, vol.10
, pp. 51-59
-
-
Dufresne, F.1
Gerber, H.U.2
-
5
-
-
0001655877
-
Subexponentiality and infinite divisibility
-
Embrechts, P., Goldie, C. M. & Veraverbeke, N. (1979). Subexponentiality and infinite divisibility. Z. Wahrsch. VerII'. Geb. 49, 335-347.
-
(1979)
Z. Wahrsch. Verii'. Geb.
, vol.49
, pp. 335-347
-
-
Embrechts, P.1
Goldie, C.M.2
Veraverbeke, N.3
-
8
-
-
0031591894
-
Stable Levy motion approximation in collective risk theory
-
To appear
-
Furrer, H. J., Michna, Z. & Weron, A. (1997). Stable Levy motion approximation in collective risk theory. Insurance Math. Econ. To appear.
-
(1997)
Insurance Math. Econ
-
-
Furrer, H.J.1
Michna, Z.2
Weron, A.3
-
9
-
-
0001924427
-
Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
-
Furrer, H. J. & Schmidli, H. (1994). Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion. Illsurance Math. Econ. 15, 23-36.
-
(1994)
Illsurance Math. Econ.
, vol.15
, pp. 23-36
-
-
Furrer, H.J.1
Schmidli, H.2
-
10
-
-
0000437178
-
An extension of the renewal equation and its application in the collective theory of risk
-
Gerber, H. U. (1970). An extension of the renewal equation and its application in the collective theory of risk. Scand. Actuarial J., 205-210.
-
(1970)
Scand. Actuarial J.
, pp. 205-210
-
-
Gerber, H.U.1
-
15
-
-
38249000146
-
Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
-
Veraverbeke, N. (1993). Asymptotic estimates for the probability of ruin in a Poisson model with diffusion. Insurance: Math. Econ. 13, 57-62.
-
(1993)
Insurance: Math. Econ.
, vol.13
, pp. 57-62
-
-
Veraverbeke, N.1
-
16
-
-
0000904438
-
The first passage time of a level and the behaviour at infinity for a class of processes with independent increments
-
Zolotarev, V. M. (1964). The first passage time of a level and the behaviour at infinity for a class of processes with independent increments. Theory Probab. Appl. 9 (I), 653-661.
-
(1964)
Theory Probab. Appl.
, vol.9
, Issue.1
, pp. 653-661
-
-
Zolotarev, V.M.1
|