The Density of the Time to Ruin in the Classical Poisson Risk Model

By D. Dickson, Gordon E. Willmot. ASTIN Bulletin: The Journal of the International Actuarial Association, 2005

89 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6619529e7b3509d0eddadfd5b7a51ce969998a86

How researchers see this paper

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

In Demography

1. Asa X. Sheldon Lin
2. Simon C. K. Lee Asa

In Finance

1. Asa X. Sheldon Lin
2. Simon C. K. Lee Asa

In Management Science and Operations Research

1. Asa X. Sheldon Lin
2. Simon C. K. Lee Asa
3. Bettina Grün
4. Tatjana Miljkovic

Citations in the corpus

• Parisian ruin with exponential claims (2008, unknown): “See for example [9], [10], [11], [12], [17], [18], [21] and [24].”
• Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010, methodology): “The use of mixtures of Erlang distributions for individual insurance losses has been discussed and advocated in several papers, including Lin and Willmot (2000), Willmot and Lin (2001), Dickson and Willmot (2005), Willmot and Woo (2007), and Lin and Wang (2008).”