On a modification of the classical risk process

DOI10.1016/J.INSMATHECO.2006.10.010MaRDI QIDQ997095zbMATH OpenOpenAlexFDO

Authors D. Derfla, Mykola Bratiychuk

Publication date 19 July 2007

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2006.10.010

zbMATH Keywords

ruin probabilityrisk processboundary functionals

Mathematics Subject Classification ID

Recommendations

• Risk process with stochastic income and two-step premium rate
• scientific article; zbMATH DE number 1323346
• On the ruin probability in a risk model with variable premium intensity
• The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails
• The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate

Cites work

• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• Boundary Problems for a Compound Poisson Process
• Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
• On Ruin Problems for a Compound Poisson Process
• The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate
• The compound Poisson risk model with a threshold dividend strategy

Cited in

(5)

• scientific article; zbMATH DE number 1408897 (Why is no real title available?)
• An adaptive premium policy with a Bayesian motivation in the classical risk model
• A modified insurance risk process with uncertainty
• Risk model with change-point claims process
• Risk process with stochastic income and two-step premium rate

This page was built for publication: On a modification of the classical risk process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q997095)