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20142020
most citedNew copulas based on general partitions-of-unity and their applications to risk management (part II)

9 citations · 51 across the 11 of their papers we have counts for

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Showing 2015Show all

1 paper · 1 filter

math.PR2015★ 6 cited

Practical approaches to the estimation of the ruin probability in a risk model with additional funds

Yuliya Mishura, Olena Ragulina, Oleksandr Stroyev

We deal with a generalization of the classical risk model when an insurance company gets additional funds whenever a claim arrives and consider some practical approaches to the est…