Economics - Research Publications
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ItemThe Distribution of the time to Ruin in the Classical Risk ModelDickson, DCM ; Waters, HR (Cambridge University Press (CUP), 2002-01-01)Abstract We study the distribution of the time to ruin in the classical risk model. We consider some methods of calculating this distribution, in particular by using algorithms to calculate finite time ruin probabilities. We also discuss calculation of the moments of this distribution.
ItemOn the time to ruin for Erlang(2) risk processesDickson, DCM ; Hipp, C (ELSEVIER SCIENCE BV, 2001-12-20)
ItemThe effect of recessions on the relationship between output variability and growthHenry, OT ; Olekalns, N (WILEY, 2002-01-01)
ItemOn a correlated aggregate claims model with Poisson and Erlang risk processesYuen, KC ; Guo, JY ; Wu, XY (ELSEVIER SCIENCE BV, 2002-10-18)