Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model

zbMATH Open1333.91038MaRDI QIDQ2801416FDOQ2801416

A. D. E. dos Reis, Bjørn Sundt

Publication date: 7 April 2016

Published in: Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Full work available at URL: http://www.actuaries.ch/images/getFile?t=bulletin&f=dokument&id=1

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Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Cited In (3)

• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
• Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
• Probability of ruin in discrete insurance risk model with dependent Pareto claims

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