Some extensions of the classical ruin model in risk theory

zbMATH Open1129.91021MaRDI QIDQ3430009FDOQ3430009

Authors: Hansjörg Albrecher 

Publication date: 20 March 2007

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• scientific article; zbMATH DE number 1166246

Mathematics Subject Classification ID

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

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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