On a modification of the classical risk process

DOI10.1016/J.INSMATHECO.2006.10.010zbMATH Open1119.91049OpenAlexW2090823970MaRDI QIDQ997095FDOQ997095

Authors: D. Derfla, Mykola Bratiychuk 

Publication date: 19 July 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.10.010

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zbMATH Keywords

ruin probabilityrisk processboundary functionals

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
• On Ruin Problems for a Compound Poisson Process
• The compound Poisson risk model with a threshold dividend strategy
• Boundary Problems for a Compound Poisson Process
• The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate

Cited In (5)

• A modified insurance risk process with uncertainty
• Risk process with stochastic income and two-step premium rate
• Risk model with change-point claims process
• An adaptive premium policy with a Bayesian motivation in the classical risk model
• Title not available (Why is that?)

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