Upper bounds for ruin probabilities in two dependent risk models under rates of interest

DOI10.1002/asmb.768zbMath1226.91082OpenAlexW4232000520MaRDI QIDQ3103155

Rong-Ming Wang, Ding Jun Yao

Publication date: 26 November 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.768

zbMATH Keywords

integral equationruin probabilityrate of interestlundberg boundrenewal recursive technique

Mathematics Subject Classification ID

Related Items (2)

Ruin problems for an autoregressive risk model with dependent rates of interest ⋮ Ruin problems for a discrete time risk model with non-homogeneous conditions

Cites Work

• Unnamed Item
• Exponential bounds for ruin probability in two moving average risk models with constant interest rate
• The adjustment function in ruin estimates under interest force
• Ruin theory in the linear model
• Ruin estimates under interest force
• Risk theory in a stochastic economic environment
• Ruin probabilities with a Markov chain interest model
• Ruin probabilities and penalty functions with stochastic rates of interest
• Ruin probabilities with dependent rates of interest
• The NBUC and NWUC classes of life distributions
• MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE MODEL WITH CONSTANT INTEREST RATE
• DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST

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