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

MaRDI QIDQ2806706zbMATH OpenFDO

Authors Raluca Vernic

Publication date 18 May 2016

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

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)

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Cited in

(7)

• De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
• On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
• On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
• A note on Mossin’s theorem for deductible insurance given random initial wealth
• 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 the De Vylder and Goovaerts conjecture about ruin for equalized claims

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