On the Ruin Probability Under a Class of Risk Processes
From MaRDI portal
Publication:4661651
DOI10.2143/AST.32.1.1016zbMath1098.60515MaRDI QIDQ4661651
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Related Items (8)
Equitable solvent controls in a multi-period game model of risk ⋮ Adaptive control strategies and dependence of finite time ruin on the premium loading ⋮ Laplace transform of the survival probability under Sparre Andersen model ⋮ On the Density and Moments of the Time of Ruin with Exponential Claims ⋮ On the discounted penalty function in the renewal risk model with general interclaim times ⋮ Simulation analysis of ruin capital in Sparre Andersen's model of risk ⋮ On the discounted penalty function in a discrete time renewal risk model with general interclaim times ⋮ An approximation of minimum initial capital of investment discrete time surplus process with Weibull distribution in a reinsurance company
Cites Work
This page was built for publication: On the Ruin Probability Under a Class of Risk Processes
