Ruin problems in risk models with dependent rates of interest
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Publication:997240
DOI10.1016/J.SPL.2006.11.013zbMATH Open1114.91051OpenAlexW2047303363MaRDI QIDQ997240FDOQ997240
Authors: Guanghua Wei, Qi-Bing Gao, Yaohua Wu, Chun-hua Zhu 
Publication date: 23 July 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.11.013
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Cites Work
- On the expected discounted penalty function at ruin of a surplus process with interest.
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- Ruin probabilities and penalty functions with stochastic rates of interest
- Ruin probabilities with dependent rates of interest
- Non-exponential Bounds for Ruin Probability with Interest Effect Included
Cited In (12)
- Ruin problems for an autoregressive risk model with dependent rates of interest
- Ruin probability for dependent risk model with variable interest rates
- The deficit at ruin in a class of discrete time risk model with dependent structure
- Some Ruin Problems for a Risk Process with Stochastic Interest
- Ruin problems with assets and liabilities of diffusion type
- Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
- Ruin problems for risk processes with dependent phase-type claims
- Ruin theory with risk proportional to the free reserve and securitization
- Dependent Multi-Peril Ratemaking Models
- Ruin probabilities with dependent rates of interest
- Explicit ruin formulas for models with dependence among risks
- Title not available (Why is that?)
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