The finite-time ruin probability under the compound binomial risk model

DOI10.1007/S13385-013-0063-YzbMath1277.91090OpenAlexW2162054950MaRDI QIDQ362055

Shuanming Li, Kristina P. Sendova

Publication date: 20 August 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11343/282629

zbMATH Keywords

generating functionduration of negative surplusfirst hitting timefinite-time ruin probabilitygeneralized Lundberg's equationcompound binomial risk model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (10)

Parisian ruin for the dual risk process in discrete-time ⋮ Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences ⋮ On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property ⋮ Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times ⋮ Unnamed Item ⋮ Distributional study of finite-time ruin related problems for the classical risk model ⋮ Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model ⋮ Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation ⋮ Reliability of a Discrete-Time System with Investment ⋮ Moments of deficit duration and its proportion in general compound binomial model

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• The Density of the Time to Ruin in the Classical Poisson Risk Model

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