Probability of ruin for a risk process with claims cost inflation

DOI10.1080/03461238.1983.10408699zbMath0517.62102OpenAlexW2002833564MaRDI QIDQ3666110

Howard R. Waters

Publication date: 1983

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1983.10408699

zbMATH Keywords

compound Poissonrisk processcredibility premiumsprobability of ruinclaims cost inflation

Mathematics Subject Classification ID

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

Related Items (4)

The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding ⋮ A multivariate aggregate loss model ⋮ The total claims distribution under inflationary conditions ⋮ The construction of a quadratic predictor of the discounted renewal claims with dependence

Cites Work

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