The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639): Difference between revisions

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+Ding Cheng Wang
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2010.513789
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+W2070793966
@@ Property / OpenAlex ID: W2070793966 / rank @@
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@@ Property / cites work @@
+Time series: theory and methods.
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+Weighted sums of subexponential random variables and their maxima
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+Ruin probabilities with a Markov chain interest model
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+Q4343010
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+Ruin problems with compounding assets
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+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
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+Risk theory in a stochastic economic environment
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+Sharp conditions for certain ruin in a risk process with stochastic return on investments
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+Ruin theory with compounding assets -- a survey
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+Ruin theory with stochastic return on investments
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+Use of differential and integral inequalities to bound ruin and queuing probabilities
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+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
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+Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
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+Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate
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+Non-exponential Bounds for Ruin Probability with Interest Effect Included
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+MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE  MODEL WITH CONSTANT INTEREST RATE
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