How many claims does it take to get ruined and recovered?

DOI10.1016/S0167-6687(02)00153-1zbMath1074.91550OpenAlexW1987629776MaRDI QIDQ1413355

Alfredo D. Egídio dos Reis

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00153-1

zbMATH Keywords

Recursive methodsTime to ruinProbability of ruinSeverity of ruinClaim number up to recoveryClaim number up to ruinDuration of negative surplus

Mathematics Subject Classification ID

Related Items (11)

On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model ⋮ Ruin and dividend measures in the renewal dual risk model ⋮ A note on ruin problems in perturbed classical risk models ⋮ The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model ⋮ On the time and the number of claims when the surplus drops below a certain level ⋮ On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures ⋮ Some ruin problems for the MAP risk model ⋮ On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model ⋮ The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model ⋮ The time to ruin and the number of claims until ruin for phase-type claims ⋮ Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions

Cites Work

• Unnamed Item
• Unnamed Item
• When does the surplus reach a given target?
• Recursive calculation of time to ruin distributions.
• Ruin probabilities based at claim instants for some non-Poisson claim processes
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
• Analysis of a defective renewal equation arising in ruin theory
• How long is the surplus below zero?
• On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
• Approximations to ruin probability in the presence of an upper absorbing barrier
• The Distribution of the time to Ruin in the Classical Risk Model
• On the moments of ruin and recovery times

This page was built for publication: How many claims does it take to get ruined and recovered?