Ruin problem for a class of risk models with random income
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Publication:2886644
zbMATH Open1249.91039MaRDI QIDQ2886644FDOQ2886644
Authors: Hua Dong, Xianghua Zhao, Zaiming Liu 
Publication date: 1 June 2012
Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)
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- scientific article; zbMATH DE number 5583486
Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05)
Cited In (15)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem
- Study on the influence of time to ruin and deficit at ruin on insurance company based on Erlang risk model
- On a class of renewal risk model with random income
- Ruin problems with assets and liabilities of diffusion type
- Ruin problems in the generalized Erlang(\(n\)) risk model
- 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
- The expected discounted penalty function under a risk model with stochastic income
- Ruin Problems with Worsening Risks or with Infinite Mean Claims
- Title not available (Why is that?)
- A note on ruin problems in perturbed classical risk models
- 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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