Representation of a time-discrete probability of eventual ruin

DOI10.1016/0167-6687(89)90029-2MaRDI QIDQ1122916zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0167-6687(89)90029-2

zbMATH Keywords

Beekman's convolution seriesladder-height distributiontime-discrete probability of eventual ruin

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(10)

• Symbolic calculation of the moments of the time of ruin.
• Parisian ruin for the dual risk process in discrete-time
• Some results on the compound Markov binomial model
• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
• Discrete time ruin probability with Parisian delay
• Ruin Probabilities in the Compound Markov Binomial Model
• Joint distributions of some ruin related quantities in the compound binomial risk model
• The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences
• Ruin probabilities in the compound binomial model
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model

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