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Scandinavian Actuarial Journal Volume 2002, 2002 - Issue 1
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Original Articles

Supermodular Order and Lundberg Exponents

Alessandro Juri
Pages 17-36 | Published online: 05 Nov 2010

Citations (6)

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Read on this site (2)

Mathieu Boudreault, Hélène Cossette, David Landriault & Etienne Marceau. (2006) On a risk model with dependence between interclaim arrivals and claim sizes. Scandinavian Actuarial Journal 2006:5, pages 265-285.
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Claudio Macci, Gabriele Stabile & Giovanni Luca Torrisi. (2005) Lundberg parameters for non standard risk processes. Scandinavian Actuarial Journal 2005:6, pages 417-432.
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Articles from other publishers (4)

Mirabelle Huynh, David Landriault, Tianxiang Shi & Gordon E. Willmot. (2015) On a risk model with claim investigation. Insurance: Mathematics and Economics 65, pages 37-45.
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Tong Ling Lv, Jun Yi Guo & Xin Zhang. (2010) Ruin probabilities for a risk model with two classes of claims. Acta Mathematica Sinica, English Series 26:9, pages 1749-1760.
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Nicole Bäuerle, Anja Blatter & Alfred Müller. (2007) Dependence properties and comparison results for Lévy processes. Mathematical Methods of Operations Research 67:1, pages 161-186.
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Kam C. Yuen, Junyi Guo & Xueyuan Wu. (2006) On the first time of ruin in the bivariate compound Poisson model. Insurance: Mathematics and Economics 38:2, pages 298-308.
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