Some extensions of the classical ruin model in risk theory

MaRDI QIDQ3430009zbMATH OpenFDO

Authors Hansjörg Albrecher

Publication date 20 March 2007

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Recommendations

• Gerber-Shiu risk theory
• Ruin probabilities
• Ruin under stochastic dependence between premium and claim arrivals
• A class of ruin probability model with dependent structure
• scientific article; zbMATH DE number 1166246

Cited in

(4)

• On multivariate modifications of Cramer-Lundberg risk model with constant intensities
• A note on ruin problems in perturbed classical risk models
• A model in ruin theory using derivative securities
• Some generalization of the ruin probability problem in the classical risk theory

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