Ruin probabilities for risk models with ordered claim arrivals
From MaRDI portal
Publication:2513660
(mixed) Poisson processAppell polynomialsfinite or infinite horizonlinear birth process with immigrationlinear death processorder statisticsruin probability
Special polynomials in general fields (12E10) Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Order statistics; empirical distribution functions (62G30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Recommendations
- Ruin and deficit under claim arrivals with the order statistics property
- A new look at the homogeneous risk model
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- Duality in ruin problems for ordered risk models
- Appell pseudopolynomials and Erlang-type risk models
Cites work
- A finite-time ruin probability formula for continuous claim severities
- A new look at the homogeneous risk model
- Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts
- Calculation of the probability of eventual ruin by Beekman's convolution series
- Explicit finite-time and infinite-time ruin probabilities in the continuous case
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities
- First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
- Homogeneous risk models with equalized claim amounts
- scientific article; zbMATH DE number 5640261 (Why is no real title available?)
- scientific article; zbMATH DE number 54039 (Why is no real title available?)
- scientific article; zbMATH DE number 1257656 (Why is no real title available?)
- scientific article; zbMATH DE number 3301915 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- Inequality extensions of Prabhu's formula in ruin theory
- Mathematical fun with ruin theory
- Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula
- On the characterization of point processes with the order statistic property without the moment condition
- On the first meeting or crossing of two independent trajectories for some counting processes.
- Ruin probabilities
- The probability of ruin in finite time with discrete claim size distribution
Cited in
(14)- Duality in ruin problems for ordered risk models
- Distributional study of finite-time ruin related problems for the classical risk model
- On double-boundary non-crossing probability for a class of compound processes with applications
- Ruin and deficit under claim arrivals with the order statistics property
- Two-sided exit problems in the ordered risk model
- Approximating the probability density function of a transformation of random variables
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- Appell pseudopolynomials and Erlang-type risk models
- Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
- Fraud risk assessment within blockchain transactions
- Risk models of order k
- Risk models in insurance and epidemics: a bridge through randomized polynomials
- Ordering of risks and ruin probabilities
- A new look at the homogeneous risk model
This page was built for publication: Ruin probabilities for risk models with ordered claim arrivals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2513660)