scientific article; zbMATH DE number 5283444

zbMATH Open1150.91451MaRDI QIDQ3500601FDOQ3500601

Authors: Fang-Ming Yu, Guojing Wang 

Publication date: 3 June 2008

Title of this publication is not available (Why is that?)

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zbMATH Keywords

ruin probabilityLundberg exponentpositive and negative risk sum

Mathematics Subject Classification ID

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

Cited In (6)

• Simple risk measure calculations for sums of positive random variables
• Title not available (Why is that?)
• Comparison of ruin probabilities for two different risk processes
• Ruin probability for renewal risk model with negative risk sums
• The equivalence of the infinite time ruin problems for positive and negative risk models
• Basic properties of the negative risk model and its extended counterpart and their applications

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