On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims

DOI10.1080/03461238.2016.1174731MaRDI QIDQ4575475zbMATH OpenOpenAlexWikidataFDO

Authors Anişoara Maria Răducan, Raluca Vernic, Gheorghiţă Zbăganu

Publication date 13 July 2018

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

Full work available at URL https://doi.org/10.1080/03461238.2016.1174731

zbMATH Keywords

exponential distributionruin probabilityrecursionssurplus processnonhomogeneous claim sizesclaims order

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• A nonhomogeneous risk model for insurance
• Finite-time ruin probability in the inhomogeneous claim case
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• On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
• Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
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• Ruin probabilities based at claim instants for some non-Poisson claim processes
• Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
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Cited in

(7)

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• The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
• On a conjecture related to the ruin probability for nonhomogeneous insurance claims
• scientific article; zbMATH DE number 5926319 (Why is no real title available?)
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims
• Upper and lower bounds for a finite-type ruin probability in a nonhomogeneous risk process
• On the De Vylder and Goovaerts conjecture about ruin for equalized claims

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