Ruin problems for a Sparre Andersen risk model

MaRDI QIDQ3622339zbMATH OpenFDO

Authors Xianghua Zhao, Chuancun Yin

Publication date 28 April 2009

Mathematics Subject Classification ID

Renewal theory (60K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(8)

• On the absolute ruin problem in a Sparre Andersen risk model with constant interest
• Bounds for the probability and severity of ruin in the Sparre Andersen model
• On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
• scientific article; zbMATH DE number 2219403 (Why is no real title available?)
• The Time Value of Ruin in a Sparre Andersen Model
• Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments
• A class of Sparre Andersen risk process
• On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

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