scientific article; zbMATH DE number 7642016

zbMath1505.91331MaRDI QIDQ5869934

Juna Kasozi

Publication date: 13 January 2023

Full work available at URL: https://digitalcommons.pvamu.edu/aam/vol17/iss1/4

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

singularityVolterra integral equationsrisk theoryblock-by-block methodsurvival/ruin probability

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Actuarial mathematics (91G05)

Cites Work

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• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
• A local Galerkin integral equation method for solving integro-differential equations arising in oscillating magnetic fields
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
• Solving Volterra integrodifferential equations via diagonally implicit multistep block method
• On minimizing the ultimate ruin probability of an insurer by reinsurance
• Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims
• Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
• On a ruin model with both interclaim times and premiums depending on claim sizes

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