The ruin probability in risk process

MaRDI QIDQ2736707zbMATH OpenFDO

Authors Iulian Mircea

Publication date 11 September 2001

Published in Analele Universității București. Matematică (Search for Journal in Brave)

zbMATH Keywords

adjustment coefficientcollective risk modelsloss modelsLundberg's coefficientrisk processruin probability

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cited in

(19)

• Ruin probability by operational calculus
• A solution to the ruin problem for Pareto distributions.
• The Pólya-Aeppli process and ruin problems
• Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
• Probability of ruin in discrete insurance risk model with dependent Pareto claims
• The probability of ruin for the inverse Gaussian and related processes
• Mixed Poisson process with Pareto mixing variable and its risk applications
• The ruin problem for mixed poisson risk processes
• On Posterior Probabilities and Moments in Mixed Poisson Processes
• scientific article; zbMATH DE number 5283308 (Why is no real title available?)
• scientific article; zbMATH DE number 5283444 (Why is no real title available?)
• scientific article; zbMATH DE number 2075772 (Why is no real title available?)
• On the Ruin Probability Under a Class of Risk Processes
• An insensitivity property of the ruin probability
• Ruin probabilities for risk processes in a bipartite network
• Non-central Pólya-Aeppli process and ruin probability
• scientific article; zbMATH DE number 5175937 (Why is no real title available?)
• Ordering of risks and ruin probabilities
• Mixed Poisson processes and the probability of ruin

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