Ruin problems for a discrete time risk model with non-homogeneous conditions

DOI10.1080/03461238.2010.546144zbMath1280.91091OpenAlexW2127082119MaRDI QIDQ2868598

Maite Mármol, Maude Gathy, Anna Castañer, Claude Lefèvre, M. Mercé Claramunt

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/103127

zbMATH Keywords

computational methodfinite-time ruin probabilitydiscrete-time risk modelrates of interestLundberg boundnon-stationary claimsnon-uniform premiumsruin severity distribution

Mathematics Subject Classification ID

Related Items (15)

Bi-seasonal discrete time risk model ⋮ Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk ⋮ On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences ⋮ 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 ⋮ Probability of ruin in discrete insurance risk model with dependent Pareto claims ⋮ Bi-seasonal discrete time risk model with income rate two ⋮ On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues ⋮ Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period ⋮ Survival probabilities in bivariate risk models, with application to reinsurance ⋮ Optimal Control and Sensitivity Analysis for Two Risk Models ⋮ Ruin Problems with Worsening Risks or with Infinite Mean Claims ⋮ Ruin probability for the bi-seasonal discrete time risk model with dependent claims ⋮ More for less insurance model: an alternative to (re)insurance ⋮ Exponential bounds of ruin probabilities for non-homogeneous risk models

Cites Work

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