The finite time ruin probability in a risk model with capital injections
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Cites work
- scientific article; zbMATH DE number 718142 (Why is no real title available?)
- Finite time ruin problems for the Erlang(2) risk model
- Minimising expected discounted capital injections by reinsurance in a classical risk model
- On ruin for the Erlang \((n)\) risk process
- On the Time Value of Ruin
- On the distribution of the duration of negative surplus
- On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
- Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin
- Some Optimal Dividends Problems
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
Cited in
(15)- On the compound Poisson risk model with periodic capital injections
- Optimal reinsurance via Dirac-Feynman approach
- Ruin probabilities under capital constraints
- Optimal singular dividend control with capital injection and affine penalty payment at ruin
- Ruin probability via quantum mechanics approach
- On the time to ruin for a dependent delayed capital injection risk model
- Gerber-Shiu analysis of a risk model with capital injections
- On a time-changed Lévy risk model with capital injections and periodic observation
- Modeling the effect of spending on cyber security by using surplus process
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
- The equivalence of the infinite time ruin problems for positive and negative risk models
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance
- Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation
- Optimal lower barrier on modified surplus process
- More for less insurance model: an alternative to (re)insurance
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