On the time to ruin for a dependent delayed capital injection risk model

DOI10.1016/j.amc.2019.01.028zbMath1429.91091OpenAlexW2912232725MaRDI QIDQ2010677

Lewis Ramsden, Apostolos D. Papaioannou

Publication date: 27 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2299/21527

zbMATH Keywords

Fredholm integral equationruin probabilitydeficit dependent delayed capital injectionsNeumann series solution

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Fredholm integral equations (45B05) Risk models (general) (91B05) Actuarial mathematics (91G05)

Related Items

On the dual risk model with diffusion under a mixed dividend strategy, On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance, Delayed capital injections for a risk process with Markovian arrivals, Risk modelling on liquidations with Lévy processes

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