The ruin problem for a double risk model with constant rates of interest

zbMATH Open1205.91094MaRDI QIDQ3074062FDOQ3074062

Authors: Liu Wei 

Publication date: 14 February 2011

Full work available at URL: http://www.m-hikari.com/imf-2010/33-36-2010/index.html

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zbMATH Keywords

Wiener processPoisson processintegro-differential equationsErlang(2) processconstant ratedouble risk modelruin probability function

Mathematics Subject Classification ID

Cited In (6)

• Ruin functions for two-class of risk processes with a constant interest rate
• A risk model of double-type-insurance with constant interest
• Survival probability in the double compound Poisson risk process under constant interest force
• On joint ruin probabilities of a two-dimensional risk model with constant interest rate
• A stochastic double type insurance risk model with constant interest force
• Ruin problems in a credit risk model under constant interest force

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