Ruin probability for a risk model

MaRDI QIDQ3014694zbMATH OpenFDO

Authors Xiuchun Bi, Rong Li, Yuxia Su, Xuqi Liu

Publication date 19 July 2011

zbMATH Keywords

heavy-tailed distributionrenewal risk modelruin probability

Mathematics Subject Classification ID

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

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(6)

• A generalization of Gerber's inequality for ruin probabilities in risk-switching models
• Ruin probability for a portfolio including options
• scientific article; zbMATH DE number 5630985 (Why is no real title available?)
• scientific article; zbMATH DE number 1122116 (Why is no real title available?)
• Ruin probabilities in models of resource management and insurance: a synthesis
• scientific article; zbMATH DE number 6747214 (Why is no real title available?)

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