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Homogeneous risk models with equalized claim amounts

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  • De Vylder, F.
  • Goovaerts, M.

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  • De Vylder, F. & Goovaerts, M., 2000. "Homogeneous risk models with equalized claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 223-238, May.
    • Handle: RePEc:eee:insuma:v:26:y:2000:i:2-3:p:223-238
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    References listed on IDEAS

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    1. De Vylder, F. E. & Goovaerts, M. J., 1999. "Inequality extensions of Prabhu's formula in ruin theory," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 249-271, May.
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    Cited by:

    1. Goffard, Pierre-Olivier & Lefèvre, Claude, 2018. "Duality in ruin problems for ordered risk models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 44-52.
    2. Castañer, A. & Claramunt, M.M. & Lefèvre, C., 2013. "Survival probabilities in bivariate risk models, with application to reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 632-642.
    3. Pierre-Olivier Goffard, 2019. "Two-sided exit problems in the ordered risk model," Post-Print hal-01528204, HAL.
    4. Dimitrina S. Dimitrova & Zvetan G. Ignatov & Vladimir K. Kaishev, 2017. "On the First Crossing of Two Boundaries by an Order Statistics Risk Process," Risks, MDPI, vol. 5(3), pages 1-14, August.
    5. Kim, Bara & Kim, Jeongsim & Kim, Jerim, 2021. "De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 186-201.
    6. Claude Lefèvre & Philippe Picard, 2014. "Ruin Probabilities for Risk Models with Ordered Claim Arrivals," Methodology and Computing in Applied Probability, Springer, vol. 16(4), pages 885-905, December.
    7. Pierre-Olivier Goffard, 2019. "Two-Sided Exit Problems in the Ordered Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 539-549, June.
    8. Pierre-Olivier Goffard & Claude Lefèvre, 2018. "Duality in ruin problems for ordered risk models," Post-Print hal-01398910, HAL.
    9. Pierre-Olivier Goffard, 2017. "Two-sided exit problems in the ordered risk model," Working Papers hal-01528204, HAL.
    10. Lefèvre, Claude & Picard, Philippe, 2011. "A new look at the homogeneous risk model," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 512-519.
    11. Stefan Ankirchner & Christophette Blanchet-Scalliet & Nabil Kazi-Tani, 2019. "The De Vylder-Goovaerts conjecture holds true within the diffusion limit," Post-Print hal-01887402, HAL.
    12. Stefan Ankirchner & Christophette Blanchet-Scalliet & Nabil Kazi-Tani, 2018. "The De Vylder-Goovaerts conjecture holds true within the diffusion limit," Working Papers hal-01887402, HAL.
    13. Stéphane Loisel & Charles Minier, 2023. "On the Devylder–Goovaerts Conjecture in Ruin Theory," Mathematics, MDPI, vol. 11(6), pages 1-10, March.

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    1. Goffard, Pierre-Olivier & Lefèvre, Claude, 2018. "Duality in ruin problems for ordered risk models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 44-52.
    2. Lefèvre, Claude & Picard, Philippe, 2011. "A new look at the homogeneous risk model," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 512-519.
    3. Dimitrina S. Dimitrova & Zvetan G. Ignatov & Vladimir K. Kaishev, 2017. "On the First Crossing of Two Boundaries by an Order Statistics Risk Process," Risks, MDPI, vol. 5(3), pages 1-14, August.
    4. Kim, Bara & Kim, Jeongsim & Kim, Jerim, 2021. "De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 186-201.
    5. Pierre-Olivier Goffard, 2017. "Two-sided exit problems in the ordered risk model," Working Papers hal-01528204, HAL.
    6. Pierre-Olivier Goffard, 2019. "Two-sided exit problems in the ordered risk model," Post-Print hal-01528204, HAL.
    7. Pierre-Olivier Goffard, 2019. "Two-Sided Exit Problems in the Ordered Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 539-549, June.
    8. Pierre-Olivier Goffard & Claude Lefèvre, 2018. "Duality in ruin problems for ordered risk models," Post-Print hal-01398910, HAL.

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