The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case

DOI10.1080/03461238.1991.10557360zbMath0764.62088OpenAlexW2046282972MaRDI QIDQ4012746

David C. M. Dickson

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1080/03461238.1991.10557360

zbMATH Keywords

severity of ruinpremium loadingvariable loadingprobability of ultimate ruinclassical collective risk modelsurplus level

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Ruin theory with risk proportional to the free reserve and securitization ⋮ A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation ⋮ Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis ⋮ Calculation of finite time ruin probabilities for some risk models

Cites Work

• Unnamed Item
• Recursive calculation of the probability and severity of ruin
• Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
• Approximations to ruin probability in the presence of an upper absorbing barrier
• Ruin probabilities expressed in terms of storage processes
• Martingales and insurance risk
• Probability of ruin with variable premium rate

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