Explicit Solutions for Survival Probabilities in the Classical Risk Model
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Publication:5490581
DOI10.2143/AST.35.1.583168zbMath1101.62100OpenAlexW4230127214MaRDI QIDQ5490581
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.35.1.583168
Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes (60J99)
Related Items (12)
Risk diversifying treaty between two companies with only one in insurance business ⋮ On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model ⋮ A note on some joint distribution functions involving the time of ruin ⋮ APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION ⋮ Nonparametric estimation of the finite time ruin probability in the classical risk model ⋮ Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times ⋮ The two-barrier escape problem for compound renewal processes with two-sided jumps ⋮ Finite time ruin problems for the Erlang\((2)\) risk model ⋮ Approximations in the problem of level crossing by a compound renewal process ⋮ On the evaluation of finite-time ruin probabilities in a dependent risk model ⋮ On the Gerber-Shiu discounted penalty function for subexponential claims ⋮ On the Class of Erlang Mixtures with Risk Theoretic Applications
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