Ruin probability for hypo-exponential claim in classical risk process with reinsurance

DOI10.17654/DE020010037MaRDI QIDQ5204544zbMATH OpenOpenAlexWikidataFDO

Authors Khanchit Chuarkham, Pakwan Riyapan, Arthit Intarasit

Publication date 4 December 2019

Published in Advances in Differential Equations and Control Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/de020010037

zbMATH Keywords

reinsurancerisk processnon-ruin probabilityhypo-exponential

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• scientific article; zbMATH DE number 6345657
• On the ruin probability of an insurance company when the claim sizes are distributed as a mixture of exponential distributions.
• On the ruin probability of an insurance company in the case of claim sizes distributed as a mixture of shifted exponential distributions.
• On the Ruin Probability Under a Class of Risk Processes
• The probability of ruin

Cites work

• scientific article; zbMATH DE number 3444581 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Aspects of risk theory
• Non-life insurance mathematics. An introduction with stochastic processes.
• Some results of ruin probability for the classical risk process
• The Gerber-Shiu discounted penalty function for Erlang distributed claims

Cited in

(1)

• scientific article; zbMATH DE number 6345657 (Why is no real title available?)

This page was built for publication: Ruin probability for hypo-exponential claim in classical risk process with reinsurance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5204544)