Finite time ruin probabilities and large deviations for generalized compound binomial risk models

DOI10.1007/S10114-004-0487-ZMaRDI QIDQ2581246zbMATH OpenOpenAlexFDO

Authors Yijun Hu

Publication date 9 January 2006

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-004-0487-z

Mathematics Subject Classification ID

Large deviations (60F10) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A contribution to large deviations for heavy-tailed random sums
• Aspects of risk theory
• Discounted probabilities and ruin theory in the compound binomial model
• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• Large deviations for heavy-tailed random sums in compound renewal model
• Large deviations of heavy-tailed random sums with applications in insurance and finance
• Ruin probabilities in the compound binomial model

Cited in

(16)

• Large deviation results for generalized compound negative binomial risk models
• Large deviations for generalized compound Poisson risk models and its bankruptcy moments
• The survival probability in generalized compound binomial risk model
• Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model
• Large deviations and finite time ruin probabilities for generalized renewal risk models
• A large deviation estimate for ruin probabilities
• Large deviations and finite-time ruin probabilities for perturbed risk models with variable premium rates
• The finite-time ruin probability under the compound binomial risk model
• scientific article; zbMATH DE number 1778149 (Why is no real title available?)
• Large deviations for a multi-risk model with compound binomial distribution
• Finite time ruin probability and precise large deviations for a customer-based compound binomial risk model
• Finite-time ruin probabilities using bivariate Laguerre series
• Ruin probabilities in the compound binomial model
• Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
• Ruin probability in the continuous-time compound binomial model
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model

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