Ruin problem for two discrete-time insurance models

zbMATH Open1212.91050MaRDI QIDQ3051925FDOQ3051925

Authors: Xiaoyong Weng, Juan Yang 

Publication date: 5 November 2010

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zbMATH Keywords

ruin probabilitydiscrete insurance risk modelrandom rate of interestruin deficit

Mathematics Subject Classification ID

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

Cited In (11)

• Probabilité de ruine éventuelle dans un modèle de risque à temps discret
• Ruin problems for a risk model in a stochastic economic environment
• Ruin time distributions for the discrete time insurance risk model with changeable rates
• Ruin problems for a discrete time risk model with random interest rate
• Title not available (Why is that?)
• Further analysis of ruin in a discrete risk model
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• DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST
• On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance
• Ruin problems under feedback model with random interest
• Ruin problems for epidemic insurance

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