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  1. Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts
  2. Bonus-malus and ruin probabilities
  3. Dividends in Ph(n) dual risk model
  4. Ruin problems in the generalized Erlang(n) risk model
  5. Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
  6. Some Advances on the Erlang(n) Dual Risk Model
  7. Dividend problems in the dual risk model
  8. Further developments in the Erlang(n) risk process
  9. Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums
  10. Ruin probabilities with Bonus-malus auto insurance
  11. Preface
  12. How many claims does it take to get ruined and recovered?
  13. Fourier/Laplace Transforms and Ruin Probabilities
  14. Recursive calculation of time to ruin distributions
  15. On the moments of ruin and recovery times
  16. The effect of interest on negative surplus
  17. On the distribution of the duration of negative surplus
  18. Some stable algorithms in ruin theory and their applications
  19. Some Stable Algorithms in Ruin Theory and Their Applications
  20. Ruin problems and dual events
  21. How long is the surplus below zero?