On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
DOI10.1080/03461238.2016.1174731zbMATH Open1401.91186OpenAlexW2342925739WikidataQ122961796 ScholiaQ122961796MaRDI QIDQ4575475FDOQ4575475
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
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Cites Work
- Title not available (Why is that?)
- Ruin probabilities based at claim instants for some non-Poisson claim processes
- Ruin models with investment income
- A nonhomogeneous risk model for insurance
- Ruin problems for a discrete time risk model with non-homogeneous conditions
- Finite-time ruin probability in the inhomogeneous claim case
- Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
- On a conjecture related to the ruin probability for nonhomogeneous insurance claims
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
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- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
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