scientific article; zbMATH DE number 3438165
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Publication:4404211
zbMath0278.60047MaRDI QIDQ4404211
Publication date: 1973
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Simulation methods in ruin models with nonlinear dividend barriers. ⋮ Risk theory in a stochastic economic environment ⋮ The submartingale assumption in risk theory ⋮ Classical risk theory in an economic environment ⋮ Martingales in Markov processes applied to risk theory ⋮ On a multi-dimensional risk model with regime switching ⋮ Upper bounds on ruin probabilities in case of negative loadings and positive interest rates ⋮ Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ A Lundberg-type inequality for an inhomogeneous renewal risk model ⋮ Practical approaches to the estimation of the ruin probability in a risk model with additional funds ⋮ Upper bounds for ruin probabilities under model uncertainty ⋮ On the dividends of the risk model with Markovian barrier ⋮ On a correlated aggregate claims model with thinning-dependence structure ⋮ Ruin probabilities in classical risk models with gamma claims ⋮ Some comparison results for finite-time ruin probabilities in the classical risk model ⋮ Mathematical model of banking operation ⋮ Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model. ⋮ The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. ⋮ Nonparametric statistical analysis of an upper bound of the ruin probability under large claims ⋮ Asymptotic ruin probabilities and optimal investment ⋮ Upper bounds for ruin probabilities in a new general risk model, by the martingales method ⋮ Ruin theory for a Markov regime-switching model under a threshold dividend strategy ⋮ A note on positive supermartingales in ruin theory ⋮ On a class of renewal risk models with a constant dividend barrier ⋮ The compound Poisson risk model with a threshold dividend strategy ⋮ Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier ⋮ Ruin theory with compounding assets -- a survey ⋮ Upper bounds for ruin probabilities in two dependent risk models under rates of interest ⋮ Analytical best upper bounds on stop-loss premiums ⋮ On risk processes with the Markov property and with independent increments ⋮ Ruin probabilities allowing for delay in claims settlement ⋮ A modified insurance risk process with uncertainty ⋮ A risk model with delay in claim settlement. ⋮ Two-sided Lundberg inequalities in a Markovian environment
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