Ruin under stochastic dependence between premium and claim arrivals (Q4583617)

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scientific article; zbMATH DE number 6930175

Language	Label	Description	Also known as
English	Ruin under stochastic dependence between premium and claim arrivals	scientific article; zbMATH DE number 6930175

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scholarly article

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Ruin under stochastic dependence between premium and claim arrivals (English)

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zbMATH Open document ID

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10.1080/03461238.2017.1391114

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Scandinavian Actuarial Journal

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publication date

31 August 2018

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full work available at URL

https://arxiv.org/abs/1602.04580

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Cramér-Lundberg model

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surplus process

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stochastic dependence

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probability of ruin

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MaRDI profile type

MaRDI publication profile

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A ruin model with dependence between claim sizes and claim intervals

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On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models

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Explicit ruin formulas for models with dependence among risks

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A Direct Approach to the Discounted Penalty Function

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Exponential Behavior in the Presence of Dependence in Risk Theory

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The expected discounted penalty at ruin in the risk process with random income

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Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums

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On a risk model with dependence between interclaim arrivals and claim sizes

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On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier

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First passage times of a jump diffusion process

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Gerber-Shiu risk theory

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The expected discounted penalty function under a risk model with stochastic income

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On a ruin model with both interclaim times and premiums depending on claim sizes

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First-exit times for compound poisson processes for some types of positive and negative jumps

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On the compound Poisson risk model with dependence and a threshold dividend strategy

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Risk process with random income

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The first passage time problem for mixed-exponential jump processes with applications in insurance and finance

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A dependent insurance risk model with surrender and investment under the thinning process

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First exit times for ordinary and compound Poisson processes with nonlinear boundaries

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On a risk model with stochastic premiums income and dependence between income and loss

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The perturbed compound Poisson risk model with two-sided jumps

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A perturbed risk model with dependence between premium rates and claim sizes

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On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

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Sitelinks

Mathematics(1 entry)

mardi Publication:4583617

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