A nonhomogeneous risk model for insurance

DOI10.1016/j.camwa.2005.11.005zbMath1161.91418OpenAlexW2041075025MaRDI QIDQ2494797

Philippe Picard, Claude Lefèvre

Publication date: 30 June 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.11.005

zbMATH Keywords

Finite-time ruin probabilityNonstationary claim amountsNonuniform premium income processPseudopolynomials of Appell type

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (18)

Finite-time ruin probabilities for discrete, possibly dependent, claim severities ⋮ Bi-seasonal discrete time risk model ⋮ Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions ⋮ A Lundberg-type inequality for an inhomogeneous renewal risk model ⋮ RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS ⋮ On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims ⋮ Finite-time ruin probability in the inhomogeneous claim case ⋮ Polynomial structures in rank statistics distributions ⋮ On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property ⋮ Ruin probabilities as functions of the roots of a polynomial ⋮ Multiseasonal discrete-time risk model revisited ⋮ On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues ⋮ Survival probabilities in bivariate risk models, with application to reinsurance ⋮ On finite-time ruin probabilities in a generalized dual risk model with dependence ⋮ Lundberg-type inequalities for non-homogeneous risk models ⋮ More for less insurance model: an alternative to (re)insurance ⋮ Ruin problems for a discrete time risk model with non-homogeneous conditions ⋮ Exponential bounds of ruin probabilities for non-homogeneous risk models

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