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Papers matching “time to ruin” in Probability and Risk Models 9

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Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities
2026 arXiv (Cornell University) preprint Decision Sciences Probability and Risk Models Open access

Hélène Guérin, Michel Mandjes, Jean-François Renaud, Arsène Brice Zotsa Ngoufack

0

citations
Multivariate Ruin
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process
2023 Risks article Decision Sciences Probability and Risk Models Open access

Onno Boxma, Fabian Hinze, Michel Mandjes

1

citations
Interest and Two-Sided Jumps
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Advanced Bankruptcy Concepts
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
Asymptotics
2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

Michel Mandjes, Onno Boxma

0

citations
The Cramér-Lundberg model with a fluctuating number of clients
2023 Insurance Mathematics and Economics article Decision Sciences Probability and Risk Models Open access

Peter Braunsteins, Michel Mandjes

4

citations
Risk Theory in a Finite Customer-Pool Setting
2026 Markov Processes And Related Fields article Decision Sciences Probability and Risk Models Open access

Michel Mandjes, Daniël Rutgers

0

citations
Bankruptcy probabilities under non-poisson inspection
2025 Advances in Applied Probability article Decision Sciences Probability and Risk Models Open access

Florine Kuipers, Michel Mandjes, Sara Morcy

0

citations

9 results