Ruin problem for a class of risk models with random income

MaRDI QIDQ2886644zbMATH OpenFDO

Authors Hua Dong, Xianghua Zhao, Zaiming Liu

Publication date 1 June 2012

Published in Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

zbMATH Keywords

expected discounted penalty functionrandom income\({\mathcal S}_d\)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05)

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(15)

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• Ruin problems with assets and liabilities of diffusion type
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• The expected discounted penalty at ruin in the risk process with random income
• An insurance risk process with a generalized income process: a solvency analysis
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• Ruin Problems with Worsening Risks or with Infinite Mean Claims
• A note on ruin problems in perturbed classical risk models
• scientific article; zbMATH DE number 6542452 (Why is no real title available?)
• Analysis of ruin measures in a class of risk models
• A class of discrete time risk models with general premium income
• Compound binomial risk model with random income in Markov chain environment
• Ruin probabilities in the risk process with random income

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