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Some comparison results for finite-time ruin probabilities in the classical risk model
| Content Provider | Semantic Scholar |
|---|---|
| Author | Lefèvre, Claude Trufin, Julien Zuyderhoff, Pierre |
| Copyright Year | 2017 |
| Abstract | Abstract This paper aims at showing how an ordering on claim amounts can influence finite-time ruin probabilities. Until now such a question was examined essentially for ultimate ruin probabilities. Over a finite horizon, a general approach does not seem possible but the study is conducted under different sets of conditions. This primarily covers the cases where the initial reserve is null or large. |
| Starting Page | 143 |
| Ending Page | 149 |
| Page Count | 7 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.insmatheco.2017.09.004 |
| Volume Number | 77 |
| Alternate Webpage(s) | https://dipot.ulb.ac.be/dspace/bitstream/2013/258727/3/LefevreTrufinZuyderhoff2017_Diffusion.pdf |
| Alternate Webpage(s) | https://doi.org/10.1016/j.insmatheco.2017.09.004 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
