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

DOI10.1155/2019/2191509MaRDI QIDQ2337005zbMATH OpenOpenAlexWikidataFDO

Authors Soontorn Boonta, Somchit Boonthiem

Publication date 19 November 2019

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

Copyright license Creative Commons Attribution 4.0 International

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

Mathematics Subject Classification ID

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

Recommendations

• Approximate ruin probabilities when the claim size distribution is Weibull
• scientific article; zbMATH DE number 6285575
• Pricing catastrophe risk in life (re)insurance
• On ruin probability minimization under excess reinsurance
• scientific article; zbMATH DE number 6122958

Cites work

• scientific article; zbMATH DE number 2130681 (Why is no real title available?)
• Direct derivation of finite-time ruin probabilities in the discrete risk model with exponential or geometric claims
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
• On a class of discrete time renewal risk models
• On the Ruin Probability Under a Class of Risk Processes
• Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
• Upper Bound of Ruin Probability for an Insurance Discrete-Time Risk Model with Proportional Reinsurance and Investment

Cited in

(1)

• scientific article; zbMATH DE number 6285575 (Why is no real title available?)

This page was built for publication: An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2337005)