On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues

DOI10.1016/j.cam.2015.05.021zbMath1319.91098OpenAlexW625561036MaRDI QIDQ492102

Anişoara Maria Răducan, Raluca Vernic, Gheorghe H. Zbăganu

Publication date: 19 August 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.05.021

zbMATH Keywords

ruin probabilityErlang distributionrecursive methodssurplus processnonhomogeneous claim sizes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk, On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims, Moment and polynomial bounds for ruin-related quantities in risk theory, Lundberg-type inequalities for non-homogeneous risk models, Ruin probability for the bi-seasonal discrete time risk model with dependent claims, Unnamed Item

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