The adjustment function in ruin estimates under interest force
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- Ruin estimates under interest force
- Approximating the finite-time ruin probability under interest force
- Bounding the ruin probability under force of interest
- The finite-time ruin probability of the compound Poisson model with constant interest force
- On the distribution of surplus immediately after ruin under interest force
Cites work
Cited in
(33)- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
- The probabilities of absolute ruin in the renewal risk model with constant force of interest
- On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
- On a joint distribution for the risk process with constant interest force
- The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function
- Probability of ruin with variable premium rate in a Markovian environment
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
- On the distribution of surplus immediately after ruin under interest force and subexponential claims
- Ruin under interest force and subexponential claims: a simple treatment.
- Some Ruin Problems for a Risk Process with Stochastic Interest
- On a gamma series expansion for the time-dependent probability of collective ruin
- Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment
- Risk model with fuzzy random individual claim amount
- The deficit at ruin in the Sparre Andersen model with interest
- A note on the adjustment coefficient in ruin theory
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
- The limit behavior of a risk model based on entrance processes
- The win-first probability under interest force
- On the renewal risk process with stochastic interest
- Bounding the ruin probability under force of interest
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
- Ruin theory with compounding assets -- a survey
- Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier
- Moments of compound renewal sums with discounted claims
- scientific article; zbMATH DE number 3858257 (Why is no real title available?)
- Ruin estimates under interest force
- Exponential bounds for ruin probability in two moving average risk models with constant interest rate
- A nonhomogeneous risk model for insurance
- Upper bounds for ruin probabilities in two dependent risk models under rates of interest
- Dividend payments in the classical risk model under absolute ruin with debit interest
- Approximating the finite-time ruin probability under interest force
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