On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims

DOI10.1080/03461238.2016.1174731zbMath1401.91186OpenAlexW2342925739WikidataQ122961796 ScholiaQ122961796MaRDI QIDQ4575475

Raluca Vernic, Anişoara Maria Răducan, Gheorghe H. Zbăganu

Publication date: 13 July 2018

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

Full work available at URL: https://doi.org/10.1080/03461238.2016.1174731

zbMATH Keywords

exponential distributionruin probabilityrecursionssurplus processnonhomogeneous claim sizesclaims order

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (1)

Ruin probability for the bi-seasonal discrete time risk model with dependent claims

Cites Work

• On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
• Finite-time ruin probability in the inhomogeneous claim case
• Ruin models with investment income
• Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
• Ruin probabilities based at claim instants for some non-Poisson claim processes
• A nonhomogeneous risk model for insurance
• Ruin problems for a discrete time risk model with non-homogeneous conditions
• RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS
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