Insurance risk and ruin

By D. Dickson. 2005

291 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2ee2f47533f103bf629b8d89ef7aac839fe8f802

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. E. Shiu
2. Hans U. Gerber
3. N. Smith
4. Ronnie Loeffen
5. Shuanming Li
6. Andreas E. Kyprianou
7. Yan Zeng
8. Zhongfei Li

Citations in the corpus

• FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES (2013, unknown): “In the classical ruin case, one then has (see e.g. Dickson, 2005, p. 174) mδ,ruin(x) = ( 1 − Rδ ν ) e−Rδx, where −Rδ 0 is the negative solution of ξ 2 + ( ν − λ+ δ c ) ξ − νδ c = 0.”
• Maximizing Dividends without Bankruptcy (2006, background): “The problem of maximizing the expectation of the discounted dividends is covered in the monographs of Bühlmann (1970), Gerber (1979) and Dickson (2005).”