Limit theorems for the present value of the surplus of an insurance portfolio

Point Processes and Queues: Martingale Dynamics.

D. Vere‐Jones, Pierre Brémaud · Journal of the American Statistical Association · 1983 · 1.1K citations

Engineering, Mathematics, Probability Theory +16

Ruin problems with compounding assets

J. Michael Harrison · Stochastic Processes and their Applications · 1977 · 147 citations

Business, Economics, Finance +5

Classical risk theory in an economic environment

Freddy Delbaen, J. Haezendonck · Insurance Mathematics and Economics · 1987 · 116 citations

Business, Economics, Risk Management +14

Upperbounds on ruin probabilities in case of negative loadings and positive interest rates

P. Boogaert, V. Crijns · Insurance Mathematics and Economics · 1987 · 18 citations

Social Sciences, Economics, Finance +6