Extremes on the discounted aggregate claims in a time dependent risk model (original) (raw)
Related papers
On a ruin model with both interclaim times and premiums depending on claim sizes
Scandinavian Actuarial Journal, 2013
Asymptotic tail probabilities of risk processes in insurance and finance
2018
A risk model with delayed claims
Journal of Applied Probability, 2013
Qihe Tang, Guojing Wang, Kam Yuen
Insurance: Mathematics and Economics, 2010
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
Advances in Applied Probability, 2010
Stochastic Processes and their Applications, 2003
Ruin probabilities based at claim instants for some non-Poisson claim processes
Insurance: Mathematics and Economics, 2000
Dependence and the asymptotic behavior of large claims reinsurance
Insurance: Mathematics and Economics, 2008
Qihe Tang, Konstantinides Dimitrios
Insurance: Mathematics and Economics, 2002
The finite-time ruin probability with dependent insurance and financial risks
Journal of Applied Probability, 2011
The density of time to ruin in Poisson risk model
Risk Theory with the Gamma Process
ASTIN Bulletin, 1991
Journal of Applied Probability, 2006
Ruin Probability Under Compound Poisson Models with Random Discount Factor
Probability in the Engineering and Informational Sciences, 2004
Some comparison results for finite-time ruin probabilities in the classical risk model
Insurance: Mathematics and Economics, 2017
RUIN PROBABILITIES FOR RISK MODELS WITH CONSTANT INTEREST
Applied Stochastic Models in Business and Industry, 2011
Approximations for the moments of ruin time in the compound Poisson model
Insurance: Mathematics and Economics, 2008
Ruin probabilities for a Correlated Aggregate Claims Model
2000
The expected discounted penalty function under a risk model with stochastic income
Applied Mathematics and Computation, 2009
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
Insurance: Mathematics and Economics, 2008
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
Journal of Applied Probability, 2020
Insurance: Mathematics and Economics, 2007
The probabilities of absolute ruin in the renewal risk model with constant force of interest
Qihe Tang, Konstantinides Dimitrios, Kai Ng
Journal of Applied Probability, 2010
Discounted probabilities and ruin theory in the compound binomial model
Insurance: Mathematics and Economics, 2000
Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums
Markus Rosenkranz, Corina Constantinescu
SIAM Journal on Applied Mathematics, 2013
Applied Stochastic Models in Business and Industry, 2018
Ruin Probabilities for the Perturbed Compound Poisson Risk Process with Investment
Communications in Statistics - Theory and Methods, 2011
How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability
Risks
Thailand Statistician, 2017
RAIRO - Operations Research
Explicit ruin formulas for models with dependence among risks
Insurance: Mathematics and Economics, 2011
On a correlated aggregate claims model with Poisson and Erlang risk processes
Insurance: Mathematics and Economics, 2002
Ruin estimates under interest force
Insurance: Mathematics and Economics, 1995
Approximations of the ruin probability in a discrete time risk model
arXiv: Probability, 2020