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

DOI10.1186/S13660-016-1135-8zbMATH Open1398.91319OpenAlexW2513542451WikidataQ59466444 ScholiaQ59466444MaRDI QIDQ313564FDOQ313564

Authors: Yanwei Gao, Dehui Wang, Jianhua Cheng 

Publication date: 12 September 2016

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

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

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zbMATH Keywords

ruin probabilityasymptotic formulaupper boundconstant interest forceperturbed risk model

Mathematics Subject Classification ID

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

Cites Work

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• Ruin in the perturbed compound Poisson risk process under interest force
• Ruin problems with stochastic premium stochastic return on investments

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
• Title not available (Why is that?)
• A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
• Ruin in the perturbed compound Poisson risk process under interest force
• The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
• 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
• Title not available (Why is that?)
• 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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