Ruin probabilities under capital constraints

DOI10.1016/J.INSMATHECO.2018.11.002zbMATH Open1425.91232OpenAlexW2902927253WikidataQ128898175 ScholiaQ128898175MaRDI QIDQ2273995FDOQ2273995

Authors: Lewis Ramsden, Apostolos D. Papaioannou 

Publication date: 19 September 2019

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

Full work available at URL: http://hdl.handle.net/2299/21117

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zbMATH Keywords

classical risk modelcapital injectionsdebit interestaccumulated capitalinsolvency probabilities

Mathematics Subject Classification ID

Cites Work

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• The effect of interest on negative surplus
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• Gerber-Shiu analysis of a risk model with capital injections

Cited In (6)

• Title not available (Why is that?)
• Ruin theory with risk proportional to the free reserve and securitization
• Risk measures and insurance solvency benchmarks. Fixed-probability levels in renewal risk models
• Economic factors and solvency
• Risk modelling on liquidations with Lévy processes
• Escape probabilities from an interval for compound Poisson processes with drift

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