scientific article; zbMATH DE number 3839197

MaRDI QIDQ3308923zbMATH OpenFDO

Authors René Schnieper

Publication date 1983

zbMATH Keywords

compound Poisson processrisk processesstochastic discountingupper limit for ruin probability

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) Continuous-time Markov processes on discrete state spaces (60J27) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(7)

• Stochastic models for life contingencies
• Stochastic models for bond prices, function space integrals and immunization theory
• Ruin problems with assets and liabilities of diffusion type
• On the ruin probabilities in a general economic environment
• Finite and infinite time ruin probabilities in a stochastic economic environment.
• Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald
• Weak convergence of random growth processes with applications to insurance

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