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Qin, Li; Pitts, Susan M. Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model. (English) Zbl 1416.62590 Methodol. Comput. Appl. Probab. 14, No. 4, 919-936 (2012). MSC: 62P05 60K10 62G05 62G20 91B30 PDFBibTeX XMLCite \textit{L. Qin} and \textit{S. M. Pitts}, Methodol. Comput. Appl. Probab. 14, No. 4, 919--936 (2012; Zbl 1416.62590) Full Text: DOI
Lefèvre, Claude; Loisel, Stéphane Finite-time ruin probabilities for discrete, possibly dependent, claim severities. (English) Zbl 1170.91414 Methodol. Comput. Appl. Probab. 11, No. 3, 425-441 (2009). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{S. Loisel}, Methodol. Comput. Appl. Probab. 11, No. 3, 425--441 (2009; Zbl 1170.91414) Full Text: DOI HAL
Lefèvre, Claude Discrete compound Poisson process with curved boundaries: Polynomial structures and recursions. (English) Zbl 1122.60043 Methodol. Comput. Appl. Probab. 9, No. 2, 243-262 (2007). MSC: 60G40 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre}, Methodol. Comput. Appl. Probab. 9, No. 2, 243--262 (2007; Zbl 1122.60043) Full Text: DOI