Finite-time ruin probability in the inhomogeneous claim case
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Cites work
- scientific article; zbMATH DE number 2130681 (Why is no real title available?)
- scientific article; zbMATH DE number 3312403 (Why is no real title available?)
- A nonhomogeneous risk model for insurance
- Calculation of the probability of eventual ruin by Beekman's convolution series
- Explicit finite-time and infinite-time ruin probabilities in the continuous case
- Multirisks model and finite-time ruin probabilities
- On finite-time ruin probabilities for classical risk models
- Probabilité de ruine éventuelle dans un modèle de risque à temps discret
- Problèmes de ruine en théorie du risque à temps discret avec horizon fini
- Recursive calculation of finite-time ruin probabilities
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
Cited in
(29)- Homogeneous risk models with equalized claim amounts
- Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
- Note on the bi-risk discrete time risk model with income rate two
- Direct derivation of finite-time ruin probabilities in the discrete risk model with exponential or geometric claims
- Probabilité de ruine éventuelle dans un modèle de risque à temps discret
- Infinite time ruin probability in inhomogeneous claims case
- Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
- Reliability of a discrete-time system with investment
- On a conjecture related to the ruin probability for nonhomogeneous insurance claims
- Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period
- Lundberg-type inequalities for non-homogeneous risk models
- Bi-seasonal discrete time risk model
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims
- Ruin probabilities based at claim instants for some non-Poisson claim processes
- Exponential bounds of ruin probabilities for non-homogeneous risk models
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities
- Multiseasonal discrete-time risk model revisited
- Recursive calculation of finite-time ruin probabilities
- Ruin Problems with Worsening Risks or with Infinite Mean Claims
- A finite-time ruin probability formula for continuous claim severities
- The finite-time ruin probability for an inhomogeneous renewal risk model
- On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
- A Lundberg-type inequality for an inhomogeneous renewal risk model
- Ruin probability in the three-seasonal discrete-time risk model
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
- Gerber-Shiu function for the discrete inhomogeneous claim case
- On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
- Bi-seasonal discrete time risk model with income rate two
- Ruin problems for a discrete time risk model with non-homogeneous conditions
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