On the time value of absolute ruin for a multi-layer compound Poisson model under interest force

DOI10.1016/J.SPL.2008.01.038zbMath1310.91080OpenAlexW1993307223MaRDI QIDQ947187

Zhimin Zhang, Chunmei Lan, Hu Yang

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.038

Mathematics Subject Classification ID

Related Items (11)

On a perturbed Sparre Andersen risk model with multi-layer dividend strategy ⋮ On the expectation of total discounted operating costs up to default and its applications ⋮ On the absolute ruin problem in a Sparre Andersen risk model with constant interest ⋮ On the generalized Gerber-Shiu function for surplus processes with interest ⋮ On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest ⋮ The compound Poisson risk model with dependence under a multi-layer dividend strategy ⋮ The probabilities of absolute ruin in the renewal risk model with constant force of interest ⋮ On a multi-threshold compound Poisson process perturbed by diffusion ⋮ The perturbed compound Poisson risk model with multi-layer dividend strategy ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy ⋮ On a multi-threshold compound Poisson surplus process with interest

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