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Dale O. Roberts

1 paper hereh-index 6103 citations19 works total

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  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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most citedFinite Time Ruin Probabilities for Tempered Stable Insurance Risk Processes

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2013★ 2 cited

Finite Time Ruin Probabilities for Tempered Stable Insurance Risk Processes

Philip S. Griffin, Ross A. Maller, Dale Roberts

We study the probability of ruin before time t for the family of tempered stable Lévy insurance risk processes, which includes the spectrally positive inverse Gaussian processes.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.