Ruin probabilities with compounding assets
From MaRDI portal
Recommendations
- Recursive calculation of finite time ruin probabilities under interest force.
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
- Ruin estimates under interest force
- On the moments of ruin and recovery times
- Ruin probabilities in the compound binomial model
Cites work
- Classical numerical ruin probabilities
- Classical risk theory in an economic environment
- scientific article; zbMATH DE number 3600993 (Why is no real title available?)
- scientific article; zbMATH DE number 3042410 (Why is no real title available?)
- On some measures of the severity of ruin in the classical Poisson model
- Recursive calculation of finite-time ruin probabilities
- Ruin estimates under interest force
- Ruin estimation for a general insurance risk model
- Ruin theory with compounding assets -- a survey
Cited in
(19)- Stochastic successive approximation method for assessing the insolvency risk of an insurance company
- Ruin theory with compounding assets -- a survey
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
- Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
- Recursive calculation of finite time ruin probabilities under interest force.
- Ruin probability via quantum mechanics approach
- Ruin probability for a portfolio including options
- A nonhomogeneous risk model for insurance
- Moment and polynomial bounds for ruin-related quantities in risk theory
- Ruin distributions and their equations
- On a compounding assets model with positive jumps
- Computing finite-time survival probabilities using multinomial approximations of risk models
- Computing survival probabilities based on stochastic differential models
- From ruin to bankruptcy for compound Poisson surplus processes
- Numerical ultimate ruin probabilities under interest force
- On the moments of ruin and recovery times
- Approximating the finite-time ruin probability under interest force
- Inequalities on the ruin probability for light-tailed distributions with some restrictions
- A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
This page was built for publication: Ruin probabilities with compounding assets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962816)
