scientific article; zbMATH DE number 7642016
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Publication:5869934
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Cites work
- scientific article; zbMATH DE number 3903920 (Why is no real title available?)
- A local Galerkin integral equation method for solving integro-differential equations arising in oscillating magnetic fields
- Dividend maximization under a set ruin probability target in the presence of proportional and excess-of-loss reinsurance
- Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
- Numerical ultimate ruin probabilities under interest force
- On a ruin model with both interclaim times and premiums depending on claim sizes
- On minimizing the ultimate ruin probability of an insurer by reinsurance
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
- Solving Volterra integrodifferential equations via diagonally implicit multistep block method
- Uniform asymptotics for discounted aggregate claims in dependent risk models
- 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
(3)- A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
- Numerical ultimate ruin probabilities under interest force
- 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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