The asymptotic behavior for the ruin probability in the classical risk model

zbMATH Open1174.91502MaRDI QIDQ5452812FDOQ5452812

Authors: Ruixing Ming, Diarra Modibo, Yijun Hu 

Publication date: 4 April 2008

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zbMATH Keywords

ruin probabilityclassical risk modelgeometric sumladder height distribution

Mathematics Subject Classification ID

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

Cited In (14)

• The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails
• The asymptotic behavior of the ruin probability within a random horizon
• Local limit theorems for collective risk models
• Title not available (Why is that?)
• A note on an asymptotic formula for the ruin probability
• On the asymptotics of the ruin probability
• An asymptotic relationship for ruin probability in the classic risk model
• Title not available (Why is that?)
• A note on ruin problems in perturbed classical risk models
• A local asymptotic behavior for ruin probability in the renewal risk model
• On finite-time ruin probabilities for classical risk models
• Some results of ruin probability for the classical risk process
• Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model
• Title not available (Why is that?)

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