Ruin probability in models with stochastic premiums

DOI10.3103/S0027132220040038zbMath1468.91127OpenAlexW3137860224MaRDI QIDQ2027878

Anastasia A. Muromskaya

Publication date: 28 May 2021

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0027132220040038

zbMATH Keywords

insuranceruin probabilityrisk model with stochastic premiums

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Methods for estimating the optimal dividend barrier and the probability of ruin
• The expected discounted penalty function under a risk model with stochastic income
• The risk model with stochastic premiums, dependence and a threshold dividend strategy
• Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution
• OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
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