Calculations of ruin probabilities concerning claim occurrences

DOI10.1016/S0252-9602(10)60089-6zbMATH Open1237.62160OpenAlexW2069529383MaRDI QIDQ551386FDOQ551386

Authors: Rong Wu, Shanshan Wang, Chunsheng Zhang 

Publication date: 19 July 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60089-6

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zbMATH Keywords

oscillationsperturbed classical surplus modelrecursive calculations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for integral transforms (65R10)

Cited In (8)

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• How many claims does it take to get ruined and recovered?
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• Calculation of the probability of ruin of an insurance company with consideration of reinsurance
• Ruin probabilities and the ruin time distribution

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