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
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre Ruin-based risk measures in discrete-time risk models. (English) Zbl 1447.91132 Insur. Math. Econ. 93, 246-261 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 93, 246--261 (2020; Zbl 1447.91132) Full Text: DOI Link