Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force

DOI10.1186/s13660-016-1135-8zbMath1398.91319OpenAlexW2513542451WikidataQ59466444 ScholiaQ59466444MaRDI QIDQ313564

Yanwei Gao, De-Hui Wang, Jian-hua Cheng

Publication date: 12 September 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-016-1135-8

zbMATH Keywords

upper boundasymptotic formularuin probabilityperturbed risk modelconstant interest force

Mathematics Subject Classification ID

Related Items (4)

The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation ⋮ Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate ⋮ A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation ⋮ Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation

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