On the ruin probability for a delayed-claims risk model perturbed by diffusion

zbMATH Open1174.91526MaRDI QIDQ5452854FDOQ5452854

Authors: Haili Yuan, Yijun Hu 

Publication date: 4 April 2008

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zbMATH Keywords

martingaleruin probabilityperturbationruin time

Mathematics Subject Classification ID

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

Cited In (15)

• Research on a ruin model with diffusion under standard claims
• On the probability of ruin in a continuous risk model with two types of delayed claims
• Title not available (Why is that?)
• On Ultimate Ruin in a Delayed-Claims Risk Model
• Title not available (Why is that?)
• Asymptotic results for perturbed risk processes with delayed claims
• Title not available (Why is that?)
• A decomposition of the ruin probability for the risk process perturbed by diffusion
• Delay in claim settlement and ruin probability approximations
• A risk model with delayed claims
• Title not available (Why is that?)
• The ultimate ruin probability of a dependent delayed-claim risk model perturbed by diffusion with constant force of interest
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
• Title not available (Why is that?)
• On the expectations of the present values of the time of ruin perturbed by diffusion.

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