Assa, Hirbod; Constantinescu, Corina On the risk consistency and monotonicity of ruin theory. (English) Zbl 1480.91181 Eur. Actuar. J. 11, No. 2, 709-715 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Assa} and \textit{C. Constantinescu}, Eur. Actuar. J. 11, No. 2, 709--715 (2021; Zbl 1480.91181) Full Text: DOI
Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. Ruin probabilities in models with a Markov chain dependence structure. (English) Zbl 1286.91065 Scand. Actuar. J. 2013, No. 6, 453-476 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K15 60J10 60G50 91B70 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2013, No. 6, 453--476 (2013; Zbl 1286.91065) Full Text: DOI HAL