scientific article; zbMATH DE number 2075772

MaRDI QIDQ4470810zbMATH OpenFDO

Authors Tao Jiang, Baiqi Miao

Publication date 18 June 2004

zbMATH Keywords

compound mixed Poisson processlight-tailed distributionrisk modelruin probabilityWiener process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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(11)

• Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
• Ruin probabilities in the mixed claim frequency risk models
• Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory
• The ruin probability in risk process
• The ruin problem for mixed poisson risk processes
• scientific article; zbMATH DE number 5630985 (Why is no real title available?)
• scientific article; zbMATH DE number 5584781 (Why is no real title available?)
• On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
• Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model
• Mixed Poisson processes and the probability of ruin
• A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model

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