When does surplus reach a certain level before ruin?
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Publication:2485527
DOI10.1016/j.insmatheco.2004.07.012zbMath1117.91387OpenAlexW2085439351MaRDI QIDQ2485527
Publication date: 5 August 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.07.012
Laplace transformDeficit at ruinSurplus processRuin timePerturbed risk modelRisk model with two premium rates
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Related Items (11)
The two-barrier escape problem for compound renewal processes with two-sided jumps ⋮ The maximum severity of ruin in a perturbed risk process with Markovian arrivals ⋮ On a Classical Risk Model with a Constant Dividend Barrier ⋮ Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier ⋮ Refracted Lévy processes ⋮ The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate ⋮ Risk process with stochastic income and two-step premium rate ⋮ A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium ⋮ When does surplus reach a given target before ruin in the Markov-modulated diffusion model? ⋮ Escape probabilities from an interval for compound Poisson processes with drift ⋮ A Risk Model with Multilayer Dividend Strategy
Cites Work
- When does the surplus reach a given target?
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- On the discounted distribution functions of the surplus process perturbed by diffusion.
- Some characteristics of a surplus process in the presence of an upper barrier.
- The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
- Joint distributions of some actuarial random vectors containing the time of ruin
- The joint density function of three characteristics on jump-diffusion risk process.
- Exit problem for a spectrally positive process
- On the Distribution of the Surplus Prior and at Ruin
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