On finite time ruin probability with random interest rate in a multi-risk model

DOI10.3770/J.ISSN:2095-2651.2014.04.012MaRDI QIDQ5498089zbMATH OpenFDO

Authors Jinghai Feng, Lixin Song, Linna Yi

Publication date 11 February 2015

zbMATH Keywords

ruin probabilitydiscrete-timemulti-risk model

Mathematics Subject Classification ID

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

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Cited in

(6)

• Multiseasonal discrete-time risk model revisited
• The asymptotics of finite time ruin probabilities for a risk model with variable interest rates
• Ruin probability in the single-multiple-type risk model with interference
• Ruin probability of a two-dimensional discrete time risk model with random interest rates
• On the time surplus process based on a multi-risk model
• Absolute ruin probability of a multi-type-insurance risk model

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