Ruin probability for dependent risk model with variable interest rates

MaRDI QIDQ2906077zbMATH OpenFDO

Authors Jun-Fen Li, Shuguang Zhang, Dan-Dan Pu

Publication date 28 August 2012

Published in Applied Mathematical Sciences (Ruse) (Search for Journal in Brave)

Full work available at URL http://www.m-hikari.com/ams/ams-2011/ams-65-68-2011/index.html

zbMATH Keywords

dependence structuresmixing distributionsruin probabilityvariable interest rates

Mathematics Subject Classification ID

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Cited in

(7)

• Ruin probabilities for risk models with constant interest
• Integral equations and bounds for ruin probability in a dependent risk model with stochastic interest rate
• On the ruin probability for the dependent risk model
• Dependent Multi-Peril Ratemaking Models
• Ruin probabilities with dependent rates of interest
• On the ruin of a dependent risk model with a constant interest
• The double-insurance risk model with perturbed dependence

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