Non-exponential Bounds for Ruin Probability with Interest Effect Included
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Cites work
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- A non-exponential generalization of an inequality arising in queueing and insurance risk
- Classical risk theory in an economic environment
- Lundberg bounds on the tails of compound distributions
- Refinements and distributional generalizations of Lundberg's inequality
Cited in
(24)- The ruin probability of a discrete-time risk model with a one-sided linear claim process
- Bounding the ruin probability: a Martingale and a non-Martingale approach
- Ruin probabilities. Smoothness, bounds, supermartingale approach
- On the distribution of surplus immediately after ruin under interest force
- Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions
- Ruin problems for an autoregressive risk model with dependent rates of interest
- On the distribution of surplus immediately after ruin under interest force and subexponential claims
- Ruin theory in a financial corporation model with credit risk.
- On the distribution of surplus immediately before ruin under interest force
- Lundberg-type inequalities for non-homogeneous risk models
- Risk model with fuzzy random individual claim amount
- Ruin problems in risk models with dependent rates of interest
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
- Exponential bounds of ruin probabilities for non-homogeneous risk models
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Ruin probabilities with a Markov chain interest model
- UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS
- Exponential bounds for ruin probability in two moving average risk models with constant interest rate
- Ruin probabilities for discrete time risk models with stochastic rates of interest
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance
- Ruin problems for a discrete time risk model with non-homogeneous conditions
- On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property
- A novel approximation method for computing the adjustment coefficient of a nonlinear Cramér-Lundberg risk model with gamma claims
- Impact of underwriting cycles on the solvency of an insurance company
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