The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case (Q4012746): Difference between revisions
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| Property / cites work: Ruin probabilities expressed in terms of storage processes / rank | |||
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| Property / cites work: Martingales and insurance risk / rank | |||
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| Property / cites work: Recursive calculation of the probability and severity of ruin / rank | |||
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| Property / cites work: Approximations to ruin probability in the presence of an upper absorbing barrier / rank | |||
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| Property / cites work: Q3868650 / rank | |||
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| Property / cites work: Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve / rank | |||
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| Property / cites work: Probability of ruin with variable premium rate / rank | |||
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Latest revision as of 14:23, 16 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case |
scientific article |
Statements
The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case (English)
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27 September 1992
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premium loading
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variable loading
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severity of ruin
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probability of ultimate ruin
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classical collective risk model
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surplus level
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