Further analysis of ruin in a discrete risk model

zbMATH Open1174.62559MaRDI QIDQ5455563FDOQ5455563

Authors: Bing-Yuan Pu, Yan Liu, Yinghui Tang 

Publication date: 4 April 2008

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zbMATH Keywords

deficit at ruinimmediate surplus before ruinultimate probability of ruin

Mathematics Subject Classification ID

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

Cited In (7)

• Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model
• Several ruin problems of a discrete time risk model with diffusion and by-claims
• A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model
• Computational analysis of the \(GI/G/1\) risk process using roots
• An improved recursive solution to the ruin probability in a classical discrete risk model. Its implementation and comparison
• The study of the discrete risk model with return on investments
• The asymptotic formulas and Lundberg upper bound in fully discrete risk model

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