A Functional Approach for Ruin Probabilities
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Recommendations
- Functional sensitivity analysis of ruin probability in the classical risk models
- Ruin probabilities in perturbed risk models
- Ruin probability for a class of risk model
- On the Ruin Probability Under a Class of Risk Processes
- Evaluating ruin probabilities: a streamlined approach
- Ruin Probabilities for Two Classes of Risk Processes
- scientific article; zbMATH DE number 4143312
- Ruin probabilities and decompositions for general perturbed risk processes.
- On finite-time ruin probabilities for general risk models
- Estimation of ruin probabilities by means of hazard rates
Cites work
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1040052 (Why is no real title available?)
- scientific article; zbMATH DE number 3437452 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3050727 (Why is no real title available?)
- A Functional Approach to Approximations for the Individual Risk Model
- A functional approach to approximations for the observed open times in single ion channel models
- A functional approach to the stationary waiting time and idle period distributions of the \(GI/G/1\) queue
- Approximations for solutions of renewal-type equations
- Asymptotics of Renewal Functions
- Compound geometric residual lifetime distributions and the deficit at ruin.
- Confidence bounds for the adjustment coefficient
- On subordinated distributions and generalized renewal measures
- Stochastic models as functionals: some remarks on the renewal case
- The severity of ruin in a discrete semi-Markov risk model
- Upper bounds on the expected time to ruin and on the expected recovery time
Cited in
(5)- Some notes on approximations for the deficit at ruin in the compound Poisson risk model
- Applications of the Banach fixed-point theorem to analyze insolvency problems of an insurance company
- Banach contraction principle and ruin probabilities in regime-switching models
- Approximations for the moments of ruin time in the compound Poisson model
- Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
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