The Finite Time Ruin Probability of a New Risk Model Based on Entrance Process

DOI10.1080/03610926.2011.581783zbMath1266.91040OpenAlexW1977726388MaRDI QIDQ5299078

Hongmin Xiao, Weiwei Liu, Zehui Li

Publication date: 25 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581783

zbMATH Keywords

subexponential distributionsruin probabilitynon homogeneous Poisson processinsurance risk processlong-tailed and light-tailed distributions

Mathematics Subject Classification ID

Related Items (2)

Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate ⋮ The limit property of a risk model based on entrance processes

Cites Work

• New exact traveling wave solutions for the Klein-Gordon-Zakharov equations
• Subexponentiality of the product of independent random variables
• Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
• Study of a risk model based on the entrance process
• Two-Sided Bounds for the Finite Time Probability of Ruin
• The finite-time ruin probability of the compound Poisson model with constant interest force
• Ruin probabilities in the presence of heavy-tails and interest rates
• A new risk model based on policy entrance process and its weak convergence properties

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