Cramér-Lundberg model with stochastic premiums and continuous non-insurance costs

DOI10.1007/978-3-319-13671-4_30zbMATH Open1329.91070OpenAlexW280032521MaRDI QIDQ3463571FDOQ3463571

Authors: Klimentii Livshits, Konstantin Yakimovich 

Publication date: 19 January 2016

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13671-4_30

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zbMATH Keywords

probability of ruininsurance premium safety loadingmoment-generating function of time to ruin

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Simple approximations of ruin probabilities
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model
• Bounds for the ruin probability under a markovian modulated risk model
• On the probability of ruin in a Markov-modulated risk model

Cited In (3)

• Title not available (Why is that?)
• On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model
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