scientific article; zbMATH DE number 7642016

zbMATH Open1505.91331MaRDI QIDQ5869934FDOQ5869934

Juna Kasozi

Publication date: 13 January 2023

Full work available at URL: https://digitalcommons.pvamu.edu/aam/vol17/iss1/4

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

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• Numerical ultimate ruin probabilities under interest force

zbMATH Keywords

singularityVolterra integral equationsrisk theoryblock-by-block methodsurvival/ruin probability

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Cites Work

• Title not available (Why is that?)
• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
• Uniform asymptotics for discounted aggregate claims in dependent risk models
• A local Galerkin integral equation method for solving integro-differential equations arising in oscillating magnetic fields
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
• Title not available (Why is that?)
• On minimizing the ultimate ruin probability of an insurer by reinsurance
• On a ruin model with both interclaim times and premiums depending on claim sizes
• Solving Volterra integrodifferential equations via diagonally implicit multistep block method
• Title not available (Why is that?)
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims

Cited In (1)

• Calculation of the probability of survival of an insurance company with allowance for the rate of return for a Poisson stream of premiums

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