Practical approaches to the estimation of the ruin probability in a risk model with additional funds (original) (raw)

Approximations of the ruin probability in a discrete time risk model

David Josafat Santana Cobian

arXiv: Probability, 2020

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Modern Actuarial Risk Theory

vincent onyango

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On the efficient evaluation of ruin probabilities for completely monotone claim distributions

Florin Avram

Journal of Computational and Applied Mathematics, 2010

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Nonparametric Estimation of the Ruin Probability in the Classical Compound Poisson Risk Model

Jiancheng Jiang

2020

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Asymptotically Normal Estimators of the Ruin Probability for Lévy Insurance Surplus from Discrete Samples

Yasutaka Shimizu

Risks

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Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

Qihe Tang

Stochastic Processes and their Applications, 2003

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How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability

Zbigniew Palmowski

Risks

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Optimal Investment and Ruin Probability for Insurers

Daniel Hernandez

2000

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RUIN PROBABILITIES FOR RISK MODELS WITH CONSTANT INTEREST

Hoang Nguyen Huy

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The finite-time ruin probability with dependent insurance and financial risks

Yiqing Chen

Journal of Applied Probability, 2011

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Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

Kai Ng

Applied Stochastic Models in Business and Industry, 2011

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Ruin probabilities in classical risk models with gamma claims

Corina Constantinescu

Scandinavian Actuarial Journal, 2017

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Bounds for Ruin Probabilities and Value at Risk

Ruilin Tian

2007

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Ruin probabilities for a Correlated Aggregate Claims Model

Kam Yuen

2000

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Ruin probabilities based at claim instants for some non-Poisson claim processes

David Stanford

Insurance: Mathematics and Economics, 2000

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Explicit ruin formulas for models with dependence among risks

Corina Constantinescu

Insurance: Mathematics and Economics, 2011

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Approximations of ruin probabilities under financial constraints

Richard Simwa

Applied Mathematical Sciences

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On a ruin model with both interclaim times and premiums depending on claim sizes

Kristina Sendova

Scandinavian Actuarial Journal, 2013

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Ruin probability in a risk model with variable premium intensity and risky investments

Y. Mishura

Opuscula Mathematica, 2015

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Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts

CARMEN SANGÜESA LAFUENTE

Insurance: Mathematics and Economics, 2006

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Some comparison results for finite-time ruin probabilities in the classical risk model

Pierre Zuyderhoff

Insurance: Mathematics and Economics, 2017

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The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model

Zbigniew Palmowski

Journal of Computational and Applied Mathematics

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Bayesian estimation of finite time ruin probabilities

Rosa Lillo

Applied Stochastic Models in Business and Industry, 2000

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Recursive Calculation of Ruin Probabilities at or Before Claim Instants for Non-Identically Distributed Claims

Gheorghita Zbaganu

SSRN Electronic Journal, 2014

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Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes

Bert Zwart

Journal of Applied Probability, 2020

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Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes

Juan Ruiz de Chavez

Applicationes Mathematicae, 2021

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Simulating the ruin probability of risk processes with delay in claim settlement

giovanni luca Torrisi

Stochastic Processes and their Applications, 2004

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The density of time to ruin in Poisson risk model

Liu Shiju

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Some results of ruin probability for the classical risk process

john zhang

Journal of Applied Mathematics and Decision Sciences, 2003

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Approximations for the moments of ruin time in the compound Poisson model

Konstadinos Politis

Insurance: Mathematics and Economics, 2008

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Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails

Qihe Tang, Konstantinides Dimitrios

Insurance: Mathematics and Economics, 2002

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Ruin probabilities of the Parisian type for small claims

Angelos Dassios

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