The finite time ruin probability in a risk model with capital injections

DOI10.1080/03461238.2013.823460zbMath1398.91350MaRDI QIDQ4576799

David C. M. Dickson, Shuanming Li, Ciyu Nie

Publication date: 10 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2013.823460

zbMATH Keywords

ruin probability; finite time; capital injection

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60K10: Applications of renewal theory (reliability, demand theory, etc.)

Related Items

ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS, Ruin probability via quantum mechanics approach, Gerber-Shiu analysis of a risk model with capital injections

Cites Work

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• Some Optimal Dividends Problems
• On the distribution of the duration of negative surplus
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