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Volumn 32, Issue 1, 2002, Pages 81-90

On the Ruin Probability Under a Class of Risk Processes

Author keywords

Finite time ruin probability; Laplace transform; Sparre Andersen risk model

Indexed keywords


EID: 85011519541     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.32.1.1016     Document Type: Article
Times cited : (16)

References (9)
  • 1
    • 27544447048 scopus 로고
    • Fourier series method for inverting transforms of probability distributions
    • Abate, J. and Whitt, W. (1992). Fourier series method for inverting transforms of probability distributions, Queuing Systems 10, 5–88.
    • (1992) Queuing Systems , vol.10 , pp. 5-88
    • Abate, J.1    Whitt, W.2
  • 2
    • 85011195853 scopus 로고    scopus 로고
    • On a class of renewal risk processes
    • Dickson, D.C.M. (1998). On a class of renewal risk processes. NAAJ, 2, No. 2, 60–73.
    • (1998) NAAJ , vol.2 , Issue.2 , pp. 60-73
    • Dickson, D.C.M.1
  • 4
  • 6
    • 0032089273 scopus 로고    scopus 로고
    • Non-poissonian claims' arrivals and calculation of the probability of ruin
    • Malinovskii, V.K. (1998). Non-poissonian claims' arrivals and calculation of the probability of ruin. Insurance: Mathematics & Economics, Vol. 22, 123–138.
    • (1998) Insurance: Mathematics & Economics , vol.22 , pp. 123-138
    • Malinovskii, V.K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.