Kim, Bara; Kim, Jeongsim; Kim, Jerim De Vylder and Goovaerts’ conjecture on homogeneous risk models with equalized claim amounts. (English) Zbl 1475.91308 Insur. Math. Econ. 101, 186-201 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{B. Kim} et al., Insur. Math. Econ. 101, 186--201 (2021; Zbl 1475.91308) Full Text: DOI
Pommeret, Denys; Reboul, Laurence Approximating the probability density function of a transformation of random variables. (English) Zbl 1433.62055 Methodol. Comput. Appl. Probab. 21, No. 2, 633-645 (2019). MSC: 62E17 62E15 PDFBibTeX XMLCite \textit{D. Pommeret} and \textit{L. Reboul}, Methodol. Comput. Appl. Probab. 21, No. 2, 633--645 (2019; Zbl 1433.62055) Full Text: DOI
Goffard, Pierre-Olivier Two-sided exit problems in the ordered risk model. (English) Zbl 1427.60067 Methodol. Comput. Appl. Probab. 21, No. 2, 539-549 (2019). MSC: 60G40 60G55 91B05 62G30 62P05 PDFBibTeX XMLCite \textit{P.-O. Goffard}, Methodol. Comput. Appl. Probab. 21, No. 2, 539--549 (2019; Zbl 1427.60067) Full Text: DOI HAL
Dimitrova, Dimitrina S.; Ignatov, Zvetan G.; Kaishev, Vladimir K. Ruin and deficit under claim arrivals with the order statistics property. (English) Zbl 1427.91078 Methodol. Comput. Appl. Probab. 21, No. 2, 511-530 (2019). MSC: 91B05 60K30 60G55 60G51 91G05 PDFBibTeX XMLCite \textit{D. S. Dimitrova} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 511--530 (2019; Zbl 1427.91078) Full Text: DOI
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil The de Vylder-Goovaerts conjecture holds within the diffusion limit. (English) Zbl 1415.60031 J. Appl. Probab. 56, No. 2, 546-557 (2019). MSC: 60F17 91B30 60B10 PDFBibTeX XMLCite \textit{S. Ankirchner} et al., J. Appl. Probab. 56, No. 2, 546--557 (2019; Zbl 1415.60031) Full Text: DOI
Goffard, Pierre-Olivier; Lefèvre, Claude Duality in ruin problems for ordered risk models. (English) Zbl 1398.91329 Insur. Math. Econ. 78, 44-52 (2018). MSC: 91B30 60G55 60G40 12E10 62P05 PDFBibTeX XMLCite \textit{P.-O. Goffard} and \textit{C. Lefèvre}, Insur. Math. Econ. 78, 44--52 (2018; Zbl 1398.91329) Full Text: DOI HAL
Lefèvre, Claude; Picard, Philippe Appell pseudopolynomials and Erlang-type risk models. (English) Zbl 1337.60227 Stochastics 86, No. 4, 676-695 (2014). MSC: 60K10 60G40 12E10 91B30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Stochastics 86, No. 4, 676--695 (2014; Zbl 1337.60227) Full Text: DOI
Lefèvre, Claude; Picard, Philippe Ruin probabilities for risk models with ordered claim arrivals. (English) Zbl 1307.91098 Methodol. Comput. Appl. Probab. 16, No. 4, 885-905 (2014). MSC: 91B30 60J80 62P05 60G40 12E10 62G30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Methodol. Comput. Appl. Probab. 16, No. 4, 885--905 (2014; Zbl 1307.91098) Full Text: DOI
Castañer, A.; Claramunt, M. M.; Lefèvre, C. Survival probabilities in bivariate risk models, with application to reinsurance. (English) Zbl 1290.91077 Insur. Math. Econ. 53, No. 3, 632-642 (2013). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{A. Castañer} et al., Insur. Math. Econ. 53, No. 3, 632--642 (2013; Zbl 1290.91077) Full Text: DOI Link
Lefèvre, Claude; Picard, Philippe A new look at the homogeneous risk model. (English) Zbl 1229.91162 Insur. Math. Econ. 49, No. 3, 512-519 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Insur. Math. Econ. 49, No. 3, 512--519 (2011; Zbl 1229.91162) Full Text: DOI
De Vylder, F. E.; Goovaerts, M. J. Inequality extensions of Prabhu’s formula in ruin theory. (English) Zbl 0982.91032 Insur. Math. Econ. 24, No. 3, 249-271 (1999). MSC: 91B30 PDFBibTeX XMLCite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 249--271 (1999; Zbl 0982.91032) Full Text: DOI