Local ruin probability in a risk model with variable premium rates

zbMATH Open1313.60133MaRDI QIDQ2926752FDOQ2926752

Authors: Xiuchun Bi, Rong Li 

Publication date: 3 November 2014

Published in: Acta Mathematica Sinica. Chinese Series (Search for Journal in Brave)

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zbMATH Keywords

ruin probabilityheavy-tailed distributionweb Markov skeleton processpremium ratescatastrophe claims

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cited In (3)

• Ruin probabilities via local adjustment coefficients
• Probabilistic approach to risk processes with level-dependent premium rate
• Large deviations and finite-time ruin probabilities for perturbed risk models with variable premium rates

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