The finite-time ruin probability under the compound binomial risk model

DOI10.1007/S13385-013-0063-YMaRDI QIDQ362055zbMATH OpenOpenAlexFDO

Authors Shuanming Li, Kristina P. Sendova

Publication date 20 August 2013

Published in European Actuarial Journal (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11343/282629

zbMATH Keywords

generating functionfirst hitting timefinite-time ruin probabilitygeneralized Lundberg's equationcompound binomial risk modelduration of negative surplus

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Recommendations

• Ruin probabilities in the compound binomial model
• Discounted probabilities and ruin theory in the compound binomial model
• Finite time ruin probabilities and large deviations for generalized compound binomial risk models
• Joint distributions of some ruin related quantities in the compound binomial risk model
• Ruin Probabilities in the Compound Markov Binomial Model

Cites work

• scientific article; zbMATH DE number 2130681 (Why is no real title available?)
• Compound binomial risk model in a Markovian environment
• Discounted probabilities and ruin theory in the compound binomial model
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
• How long is the surplus below zero?
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• On a class of discrete time renewal risk models
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
• Ruin Probabilities in the Compound Markov Binomial Model
• Ruin probabilities for time-correlated claims in the compound binomial model.
• Ruin probabilities in the compound binomial model
• Ruin problems in a discrete Markov risk model
• Some results on the compound Markov binomial model
• The Density of the Time to Ruin in the Classical Poisson Risk Model
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function

Cited in

(29)

• Joint distributions of some ruin related quantities in the compound binomial risk model
• A cyclic approach on classical ruin model
• Moments of deficit duration and its proportion in general compound binomial model
• Parisian ruin for the dual risk process in discrete-time
• Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model
• The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences
• Problèmes de ruine en théorie du risque à temps discret avec horizon fini
• Reliability of a discrete-time system with investment
• Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times
• On some measures of the severity of ruin in the compound binomial model
• The compound binomial risk model with time-correlated claims
• Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation
• Ruin probabilities as recurrence sequences in a discrete-time risk process
• Ruin probabilities for time-correlated claims in the compound binomial model.
• scientific article; zbMATH DE number 1778149 (Why is no real title available?)
• scientific article; zbMATH DE number 2094800 (Why is no real title available?)
• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
• scientific article; zbMATH DE number 2169701 (Why is no real title available?)
• Ruin probability in the continuous-time compound binomial model
• scientific article; zbMATH DE number 7607852 (Why is no real title available?)
• Ruin probabilities in the compound binomial model
• scientific article; zbMATH DE number 5309883 (Why is no real title available?)
• scientific article; zbMATH DE number 5630985 (Why is no real title available?)
• Finite time ruin probabilities and large deviations for generalized compound binomial risk models
• Joint distributions of some actuarial random vectors in the continuous-time compound binomial model
• Discounted probabilities and ruin theory in the compound binomial model
• Distributional study of finite-time ruin related problems for the classical risk model
• On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property
• Discrete-time insurance models

This page was built for publication: The finite-time ruin probability under the compound binomial risk model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q362055)