Probability of ruin with variable premium rate
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Publication:3862293
DOI10.1080/03461238.1980.10408641zbMath0426.62069OpenAlexW2044542123MaRDI QIDQ3862293
Publication date: 1980
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1980.10408641
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities involving derivatives and differential and integral operators (26D10)
Related Items (13)
Markov process functionals in finance and insurance ⋮ The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case ⋮ Phase-type distributions and risk processes with state-dependent premiums ⋮ Probability of ruin with variable premium rate in a Markovian environment ⋮ A large deviation principle for the risk process with varying premium ⋮ Ruin theory with compounding assets -- a survey ⋮ Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment ⋮ A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation ⋮ Lösung der Integro-Differentialgleichung für die Berechnung der Ruinwahrscheinlichkeit von Versicherungen ⋮ Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis ⋮ Probabilities of ruin ⋮ Calculation of finite time ruin probabilities for some risk models ⋮ Ruin probability with claim distribution depending on time
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