An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company

DOI10.1155/2019/2191509zbMath1442.91081OpenAlexW2950455233WikidataQ127711232 ScholiaQ127711232MaRDI QIDQ2337005

Soontorn Boonta, Somchit Boonthiem

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/2191509

Mathematics Subject Classification ID

Renewal theory (60K05) Actuarial mathematics (91G05)

Cites Work

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• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
• On a class of discrete time renewal risk models
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
• On the Ruin Probability Under a Class of Risk Processes
• Direct Derivation of Finite-Time Ruin Probabilities in the Discrete Risk Model with Exponential or Geometric Claims
• Upper Bound of Ruin Probability for an Insurance Discrete-Time Risk Model with Proportional Reinsurance and Investment

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