scientific article; zbMATH DE number 2230708

zbMATH Open1079.60525MaRDI QIDQ5708795FDOQ5708795

Authors: Li Yu, Fanchao Kong 

Publication date: 21 November 2005

Title of this publication is not available (Why is that?)

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• Ruin problems for the discrete time risk process based on ARMA model

zbMATH Keywords

distribution of the surplus immediately before ruin

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited In (15)

• The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
• Ruin problems for an autoregressive risk model with dependent rates of interest
• The deficit at ruin in a class of discrete time risk model with dependent structure
• Ruin problems for the discrete time risk model under stochastic rates of interest
• Ruin problems for the discrete time insurance risk model with the dependent claim amount
• Ruin problems in risk models with dependent rates of interest
• Ruin time distributions for the discrete time insurance risk model with changeable rates
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims
• Ruin problems for risk processes with dependent phase-type claims
• Ruin problems for the discrete time risk process based on ARMA model
• Ruin probability for a discrete time model with investment returns and dependent structure
• Ruin problems for the discrete time insurance risk model with discount rate and multiple types of insurance
• Ruin-based risk measures in discrete-time risk models
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• Ruin problems for the discrete time model of general reinsurance with dependent rates of interest

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