On a conjecture related to the ruin probability for nonhomogeneous insurance claims

zbMATH Open1349.91156MaRDI QIDQ2806706FDOQ2806706

Authors: Raluca Vernic 

Publication date: 18 May 2016

Published in: Analele Științifice ale Universității ``Ovidius Constanța. Seria: Matematică (Search for Journal in Brave)

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zbMATH Keywords

exponential distributionruin probabilitynonhomogeneous claim sizescontinuous time surplus (risk) process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (6)

• Exponential bounds of ruin probabilities for non-homogeneous risk models
• Upper and lower bounds for a finite-type ruin probability in a nonhomogeneous risk process
• On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
• On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
• A note on Mossin’s theorem for deductible insurance given random initial wealth
• On the De Vylder and Goovaerts conjecture about ruin for equalized claims

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