Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Ruin under stochastic dependence between premium and claim arrivals - MaRDI portal

Ruin under stochastic dependence between premium and claim arrivals (Q4583617)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 6930175

Language	Label	Description	Also known as
English	Ruin under stochastic dependence between premium and claim arrivals	scientific article; zbMATH DE number 6930175

Statements

scholarly article

0 references

Ruin under stochastic dependence between premium and claim arrivals (English)

0 references

0 references

Scandinavian Actuarial Journal

0 references

publication date

31 August 2018

0 references

full work available at URL

https://arxiv.org/abs/1602.04580

0 references

zbMATH Keywords

Cramér-Lundberg model

0 references

surplus process

0 references

stochastic dependence

0 references

probability of ruin

0 references

MaRDI profile type

MaRDI publication profile

0 references

A ruin model with dependence between claim sizes and claim intervals

0 references

On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models

0 references

Explicit ruin formulas for models with dependence among risks

0 references

A Direct Approach to the Discounted Penalty Function

0 references

Exponential Behavior in the Presence of Dependence in Risk Theory

0 references

0 references

The expected discounted penalty at ruin in the risk process with random income

0 references

0 references

Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums

0 references

On a risk model with dependence between interclaim arrivals and claim sizes

0 references

0 references

On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier

0 references

First passage times of a jump diffusion process

0 references

Gerber-Shiu risk theory

0 references

The expected discounted penalty function under a risk model with stochastic income

0 references

On a ruin model with both interclaim times and premiums depending on claim sizes

0 references

First-exit times for compound poisson processes for some types of positive and negative jumps

0 references

On the compound Poisson risk model with dependence and a threshold dividend strategy

0 references

Risk process with random income

0 references

The first passage time problem for mixed-exponential jump processes with applications in insurance and finance

0 references

A dependent insurance risk model with surrender and investment under the thinning process

0 references

First exit times for ordinary and compound Poisson processes with nonlinear boundaries

0 references

On a risk model with stochastic premiums income and dependence between income and loss

0 references

The perturbed compound Poisson risk model with two-sided jumps

0 references

A perturbed risk model with dependence between premium rates and claim sizes

0 references

On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

0 references

Identifiers

zbMATH Open document ID

0 references

10.1080/03461238.2017.1391114

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4583617

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4583617&oldid=36423335"