×

Probabilities of ruin. (English) Zbl 0518.62084


MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
60K20 Applications of Markov renewal processes (reliability, queueing networks, etc.)
45E10 Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type)
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] Andersen, Transactions XVth International Congress of Actuaries, New York pp 219– (1957)
[2] von Bahr B., Scand. Actuarial Journal pp 190– (1974)
[3] von Bahr B., Scand. Actuarial Journal pp 6– (1975) · Zbl 0321.62102
[4] Brans J. P., Cahiers du Centre d’Études de Recherche Operationelle, Bruxelles 8 pp 159– (1966)
[5] Brans J. P., Cahiers du Centre d’Etudes de Recherche Operationelle, Bruxelles 9 pp 117– (1966)
[6] Çinlar E., Introduction to stochastic processes (1975) · Zbl 0341.60019
[7] Cramér H., Jubilee volume of Försäkringsaktiebolaget Skandia, Stockholm (1955)
[8] Davidson Å., Försäkringsmatematiska studier tillägnade Filip Lundberg|{txStockholm} (1946)
[9] Davidson Å., Skand. Aktuarietidskr. tScand, Actuarial Journal)|{txSupplement, The Filip Lundberg Symposium pp 70– (1969)}
[10] Dreze J.-P., Cahiers du Centre d’Études de Recherche Opérationellem, Bruxelles 10 pp 127– (1968)
[11] Feller W., An introduction to probability theory and its applications (1971) · Zbl 0219.60003
[12] Janssen J., Astin Bulletin 11 pp 41– (1980)
[13] Lundberg F., I. Approximerad framstiillning af sannolikhetsfunktionen, II. Återföjrsäkring av kollektivrisker (1903)
[14] Segerdahl C.-O., On homogeneous random processes and collective risk theory|{txThesis. Stockholm}. (Printed by (1939) · JFM 65.1371.01
[15] Segerdahl C.-O., Skand. Aktuurietidskr (Scand. Actuarial Journal) pp 22– (1955)
[16] Segerdahl C.-O., Skand. Aktuurietidskr (Scand. Actuarial Journal) pp 146– (1970)
[17] Segerdahl C.-O., Skand. Aktuarietidskr. (Scand. Actuarial Journal) pp 167– (1970)
[18] Takács L., Skand. Aktuarietidskr. iScund. Actuarial Journal) pp 64– (1970)
[19] Taylor G. C., Scand. Actuarial Journal pp 57– (1980) · Zbl 0426.62069
[20] Thorin O., Skand. Aktuarietidskr. (Scand. Actuarial Journal) pp 29– (1970)
[21] Thorin O., Skand. Aktuarietidskr. (Scand. Actuarial Journal) pp 14– (1971)
[22] Thorin O., Skand. Aktuarietidskr. (Scand. Actuarial Journal) pp 100– (1973)
[23] Thorin O., Scand. Actuarial Journal pp 81– (1974) · Zbl 0288.60082
[24] Thorin O., Astin Bulletin 8 pp 104– (1974)
[25] Thorin O., Scand. Actuarial Journal pp 87– (1975) · Zbl 0315.60050
[26] Thorin O., Scand. Actuarial Journal pp 235– (1976) · Zbl 0367.60120
[27] Thorin O., Scand. Actuarial Journal{txSupplement} pp 7– (1977) · Zbl 0368.62101
[28] Thorin O., Astin Bulletin 7 pp 137– (1973)
[29] Thorin O., Astin Bulletin 9 pp 231– (1977)
[30] de Vylder F., Scand. Actuarial Journal pp 217– (1977) · Zbl 0373.62062
[31] Widder D. V., The Laplace transform (1946) · Zbl 0060.24801
[32] Wikstad N., Astin Bulletin 6 pp 147– (1971)
[33] Wikstad N., Scand. Actuarial Journal, Supplement pp 19– (1977) · Zbl 0361.62097
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.