scientific article; zbMATH DE number 1166246

MaRDI QIDQ4396544zbMATH OpenFDO

Authors

Publication date 2 December 1998

zbMATH Keywords

ruin probabilityheavy-tailed distributiongeometric sumruin estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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• Convergence of insurance payout stochastic processes to generalized Poisson process
• A survey of some recent results on risk theory
• Ruin probability in models with stochastic premiums
• Estimates for the probability of ruin starting with a large initial reserve
• Some extensions of the classical ruin model in risk theory

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