Ruin probabilities expressed in terms of storage processes
From MaRDI portal
Recommendations
- Phase-type distributions and risk processes with state-dependent premiums
- Ruin probabilities of a surplus process described by PDMPs
- scientific article; zbMATH DE number 5175937
- Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
- A finite-time ruin probability formula for continuous claim severities
Cited in
(20)- Ruin theory with compounding assets -- a survey
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
- Shot-noise queueing models
- On queues with service and interarrival times depending on waiting times
- Calculation of finite time ruin probabilities for some risk models
- Continuity Estimates for Ruin Probabilities
- A large deviation estimate for ruin probabilities
- Risk processes with interest force in Markovian environment
- The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case
- Estimation of the Lundberg coefficient for a Markov modulated risk model
- ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
- Risk theory in a Markovian environment
- Phase-type distributions and risk processes with state-dependent premiums
- scientific article; zbMATH DE number 1436981 (Why is no real title available?)
- Affine storage and insurance risk models
- scientific article; zbMATH DE number 5175937 (Why is no real title available?)
- Monotone Stochastic Recursions and their Duals
- Stochastic duality of Markov processes: A study via generators
- Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion
- On hitting times for jump-diffusion processes with past dependent local characteristics
This page was built for publication: Ruin probabilities expressed in terms of storage processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3805602)
