Ruin Probabilities for Two Classes of Risk Processes

DOI10.2143/AST.35.1.583166zbMATH Open1098.62139OpenAlexW4230475101MaRDI QIDQ5490579FDOQ5490579

Authors:

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.1.583166

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• Ruin probabilities for a risk model with dependent classes of insurance businesses
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• Ruin probability in Sparre Andersen risk model with claim inter-arrival times distributed as Erlang
• Ruin probabilities for a risk model with two classes of claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-partial differential equations (45K05)

Cites Work

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• “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
• On a Class of Renewal Risk Processes
• “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
• “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003
• “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003

Cited In (20)

• The Gerber-Shiu penalty functions for two classes of renewal risk processes
• Title not available (Why is that?)
• A Functional Approach for Ruin Probabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• A matrix operator approach to a risk model with two classes of claims
• Ruin probabilities for risk processes in a bipartite network
• Ruin probabilities for competing claim processes
• Title not available (Why is that?)
• Intersections of two ruin probability functions
• The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
• Optimal investment and proportional reinsurance in the Sparre Andersen model
• Ruin probabilities for Erlang (2) risk processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Ruin probabilities for a risk model with dependent classes of insurance businesses
• A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process
• Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
• Some results of ruin probability for the classical risk process
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes

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