Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force

DOI10.1186/S13660-016-1135-8MaRDI QIDQ313564zbMATH OpenOpenAlexWikidataFDO

Authors Yanwei Gao, Dehui Wang, Jianhua Cheng

Publication date 12 September 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-016-1135-8

zbMATH Keywords

ruin probabilityasymptotic formulaupper boundconstant interest forceperturbed risk model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(18)

• Ruin probabilities for risk models with constant interest
• The perturbed compound Poisson risk model with constant interest
• Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy
• On survival and ruin probabilities in a perturbed risk model
• Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
• scientific article; zbMATH DE number 5846388 (Why is no real title available?)
• A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
• Ruin in the perturbed compound Poisson risk process under interest force
• Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
• Risk models with stochastic premium and ruin probability estimation
• Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods
• On the ruin probabilities for a general perturbed renewal risk process
• Ruin probabilities of a bidimensional risk model with a constant interest rate
• scientific article; zbMATH DE number 6402114 (Why is no real title available?)
• Asymptotic ruin probabilities for risk model with random premium and stochastic return on investment
• Large deviations and finite-time ruin probabilities for perturbed risk models with variable premium rates
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums

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