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

DOI10.17654/DE020010037zbMATH Open1428.91014OpenAlexW2918147884WikidataQ115505420 ScholiaQ115505420MaRDI QIDQ5204544FDOQ5204544

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

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zbMATH Keywords

reinsurancerisk processnon-ruin probabilityhypo-exponential

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Aspects of risk theory
• Non-life insurance mathematics. An introduction with stochastic processes.
• Some results of ruin probability for the classical risk process
• Title not available (Why is that?)
• The Gerber-Shiu discounted penalty function for Erlang distributed claims

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