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Cited by 528 publications
(234 citation statements)
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“…(Y n ) n≥1 ; in the classical model, (Y n ) n≥1 are also exponentially distributed (for a review on ruin probabilities, see, e.g., the book by Assmussen and Albrecher [4]). However, there exist various attempts in relaxing the usual assumptions.…”
Section: Introductionmentioning
confidence: 99%
“…(Y n ) n≥1 ; in the classical model, (Y n ) n≥1 are also exponentially distributed (for a review on ruin probabilities, see, e.g., the book by Assmussen and Albrecher [4]). However, there exist various attempts in relaxing the usual assumptions.…”
Section: Introductionmentioning
confidence: 99%
“…There exist many other methods which allow to calculate or estimate the ultimate ruin probability. Some of them can be found in [1,18,21,28].…”
Section: Introductionmentioning
confidence: 99%
“…This assumption has been surpassed in various ways, often by using extraassumptions that can limit practical applications. For a review on ruin probabilities, see, e.g., the book by Asmussen and Albrecher (2010).…”
Section: Probabilistic Aspects: the Probability Of Ruinmentioning
confidence: 99%