Ruin model with compound Poisson process under constant interest rate

MaRDI QIDQ5319187zbMATH OpenFDO

Authors D. Chen

Publication date 22 July 2009

zbMATH Keywords

compound Poisson processruin probabilitystandard claim

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Upper bounds for ruin probability in the double compound Poisson risk model under constant interest force
• The finite-time ruin probability of the compound Poisson model with constant interest force
• Ruin estimates under interest force
• Ruin probabilities for risk models with constant interest
• The perturbed compound Poisson risk model with constant interest

Cited in

(6)

• Stochastic interest model based on compound Poisson process and applications in actuarial science
• Research on a ruin model with diffusion under standard claims
• Upper bounds for ruin probability in the double compound Poisson risk model under constant interest force
• RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR
• Ruin in the perturbed compound Poisson risk process under interest force
• Absolute ruin in the compound Poisson risk model with constant dividend barrier

This page was built for publication: Ruin model with compound Poisson process under constant interest rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5319187)