Finite-time ruin probability in the inhomogeneous claim case

DOI10.1007/s10986-010-9084-2zbMath1203.91111OpenAlexW2048646038MaRDI QIDQ619331

Jonas Šiaulys, K. Blaževičius, E. Bieliauskienė

Publication date: 24 January 2011

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-010-9084-2

zbMATH Keywords

finite-time ruin probabilitydiscrete-time risk modelinhomogeneous claims

Mathematics Subject Classification ID

Related Items (15)

Bi-seasonal discrete time risk model ⋮ A Lundberg-type inequality for an inhomogeneous renewal risk model ⋮ Ruin probability in the three-seasonal discrete-time risk model ⋮ RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS ⋮ On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims ⋮ Bi-seasonal discrete time risk model with income rate two ⋮ Multiseasonal discrete-time risk model revisited ⋮ On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues ⋮ Gerber–Shiu function for the discrete inhomogeneous claim case ⋮ Discrete-time model of company capital dynamics with investment of a certain part of surplus in a non-risky asset for a fixed period ⋮ Lundberg-type inequalities for non-homogeneous risk models ⋮ Ruin probability for the bi-seasonal discrete time risk model with dependent claims ⋮ Reliability of a Discrete-Time System with Investment ⋮ Note on the bi-risk discrete time risk model with income rate two ⋮ Exponential bounds of ruin probabilities for non-homogeneous risk models

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