Probability of ruin with variable premium rate

DOI10.1080/03461238.1980.10408641MaRDI QIDQ3862293zbMATH OpenOpenAlexFDO

Authors Gregory Clive Taylor

Publication date 1980

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1980.10408641

zbMATH Keywords

integral inequalityLundberg inequalityruin probabilityvariable premium rate

Mathematics Subject Classification ID

Inequalities involving derivatives and differential and integral operators (26D10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(14)

• Ruin theory with compounding assets -- a survey
• Calculation of finite time ruin probabilities for some risk models
• Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis
• A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation
• A large deviation principle for the risk process with varying premium
• Probabilities of ruin
• Lösung der Integro-Differentialgleichung für die Berechnung der Ruinwahrscheinlichkeit von Versicherungen
• Ruin probability with claim distribution depending on time
• The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case
• Phase-type distributions and risk processes with state-dependent premiums
• Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment
• Probability of ruin with variable premium rate in a Markovian environment
• Ruin probabilities in an Erlang risk model with dependence structure based on an independent gamma-distributed time window
• Markov process functionals in finance and insurance

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