## Found 555 Documents (Results 1–100)

100
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### On the risk of ruin in a SIS type epidemic. (English)Zbl 07554092

MSC:  91G05 92D30 60J28
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### Fair gambler’s ruin stochastically maximizes playing time. (English)Zbl 07549545

MSC:  60G50 60G40
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### Remarks on a generalized inverse Gaussian type integral with applications. (Remarks on a generalized inverse Ggaussian type integral with applications.) (English)Zbl 07545342

MSC:  62Pxx 62Exx 91Bxx
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### The finite-time ruin probability of a risk model with a general counting process and stochastic return. (English)Zbl 07538978

MSC:  62P05 62E10 60F05
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### Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations. (English)Zbl 07533658

MSC:  62P05 62E20 62-XX
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### The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims. (English)Zbl 07533573

MSC:  62E20 62P05
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### Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English)Zbl 07526586

MSC:  60J25 60H25 60G51
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### Estimating the time value of ruin in a Lévy risk model under low-frequency observation. (English)Zbl 07525955

MSC:  91G05 62P05
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### Pandemic-type failures in multivariate Brownian risk models. (English)Zbl 07502777

MSC:  60G15 60G70
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### Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors. (English)Zbl 07427459

MSC:  62P05 62E20 91B30
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### General methods for bounding multidimensional ruin probabilities in regime-switching models. (English)Zbl 07553999

MSC:  60J20 91G05
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### Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. (English)Zbl 07553820

MSC:  62P05 62E10 91B05
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MSC:  62-XX
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### Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes. (English)Zbl 1483.91196

MSC:  91G05 60K10
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### Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims. (English)Zbl 07473956

MSC:  91G05 60K10
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### Ruin problems for epidemic insurance. (English)Zbl 1481.91172

MSC:  91G05 92D30 60J28
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### Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims. (English)Zbl 1473.62351

MSC:  62P05 62E10 91B05
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### Delayed capital injections for a risk process with Markovian arrivals. (English)Zbl 1476.60127

MSC:  60J25 91B05 45B05
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### Schur-constant and related dependence models, with application to ruin probabilities. (English)Zbl 1476.60026

MSC:  60E05 62H05 91B05
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### Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process. (English)Zbl 1476.91134

MSC:  91G05 60G51 60K10
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MSC:  68T37
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### The Laplace transform of ruin time with investment and barrier dividend. (Chinese. English summary)Zbl 1474.91034

MSC:  91B05 44A10 91G05
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### Inequalities in a two-sided boundary crossing problem for stochastic processes. (English. Russian original)Zbl 1470.60124

Sib. Math. J. 62, No. 3, 455-461 (2021); translation from Sib. Mat. Zh. 62, No. 3, 567-575 (2021).
MSC:  60G50 60E15
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### Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. (English)Zbl 07528859

MSC:  62P05 62E10 62-XX
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### Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model. (English)Zbl 1455.91222

MSC:  91G05 60J20
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### Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model. (English)Zbl 1457.91330

MSC:  91G05 60J20 60J22
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### Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English)Zbl 1455.91217

MSC:  91G05 60G55 60J28
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### On the analysis of ruin-related quantities in the nonhomogeneous compound Poisson risk model. (Chinese. English summary)Zbl 1463.62319

MSC:  62P05 91B05 60K05

### Approximation of ruin probability and ruin time in discrete Brownian risk models. (English)Zbl 1454.91193

MSC:  91G05 60J70
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### Barrier dividend problem in a diffusion risk model with Erlang (2) distributed observation time. (Chinese. English summary)Zbl 1463.91118

MSC:  91G05 62P05 44A10
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### Approximation of the tail probabilities of loss process in a time dependent compound renewal risk model. (Chinese. English summary)Zbl 1463.60111

MSC:  60K10 62P05 91G40
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### On series expansions for scale functions and other ruin-related quantities. (English)Zbl 1447.91142

MSC:  91G05 60G51
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### A particular bidimensional time-dependent renewal risk model with constant interest rates. (English)Zbl 1434.60254

MSC:  60K10 60G44 91G05
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### On the dual risk model with diffusion under a mixed dividend strategy. (English)Zbl 07197515

MSC:  91G05 45K05
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### Optimal proportional reinsurance policies for stochastic models. (English)Zbl 1451.91168

MSC:  91G05 93E20
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### Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. (English)Zbl 07554632

MSC:  62P05 62E20
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### The product distribution of dependent random variables with applications to a discrete-time risk model. (English)Zbl 07539715

MSC:  62E10 60E05
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### On the Sparre Andersen dual model perturbed by diffusion. (English)Zbl 1463.91111

MSC:  91G05 62P05
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### A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English)Zbl 1449.62243

MSC:  62P05 91B05
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### Integro-local theorems in boundary crossing problems for compound renewal processes. (English. Russian original)Zbl 1450.60049

Sib. Math. J. 60, No. 6, 957-972 (2019); translation from Sib. Mat. Zh. 60, No. 6, 1229-1246 (2019).
MSC:  60K15 60F10 68M20
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### On corrected phase-type approximations of the time value of ruin with heavy tails. (English)Zbl 1436.62069

MSC:  62E17 91B05 62P20
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### The joint distribution of ruin related quantities in the classical risk model. (Chinese. English summary)Zbl 1449.91037

MSC:  91B05 60E05

### The expected discounted penalty function of a risk model with linear dividend barrier. (Chinese. English summary)Zbl 1449.91096

MSC:  91G05 45K05

### Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation. (English)Zbl 1449.91036

MSC:  91B05 62P05 62G32
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### On the distribution of classic and some exotic ruin times. (English)Zbl 1427.91235

MSC:  91G05 60K10
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### Precise large deviations for the first passage time of a random walk with negative drift. (English)Zbl 1479.60087

MSC:  60G50 60F10
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### The time of ultimate recovery in Gaussian risk model. (English)Zbl 07101833

MSC:  60G15 60G70 60K25
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### Number of claims and ruin time for a refracted risk process. (English)Zbl 1417.91277

Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 559-578 (2019).
MSC:  91B30
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### Risk and stochastics. Ragnar Norberg. With an autobiography by Ragnar Norberg. (English)Zbl 1453.91004

Hackensack, NJ: World Scientific (ISBN 978-1-78634-194-5/hbk; 978-1-78634-196-9/ebook). cxxxvii, 180 p. (2019).
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### A note on Parisian ruin under a hybrid observation scheme. (English)Zbl 1414.62422

MSC:  62P05 91B30 62M10
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### Uniform asymptotics for finite-time ruin probability of a bidimensional risk model. (English)Zbl 1416.91164

MSC:  91B30 62P05 60K10
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### Variance of the asymmetric $$n$$-player gambler’s ruin problem with ties allowed. (English)Zbl 07550052

MSC:  60G20 60G50
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### The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model. (English)Zbl 1485.91055

MSC:  91B05 60K10
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### The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks. (English)Zbl 07405685

MSC:  62-XX 62E20 62P05 91B30
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### Yaglom limits can depend on the starting state. (English)Zbl 1431.60075

MSC:  60J10 60J50
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### Finite-time ruin probability of a compound risk model with dependent claim sizes. (Chinese. English summary)Zbl 1424.62174

MSC:  62P05 91B30 62G32
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### The asymptotics for the ruin probabilities of a risk model with delayed heavy-tailed claims. (Chinese. English summary)Zbl 1424.91053

MSC:  91B30 62P05
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### A threshold-based risk process with a waiting period to pay dividends. (English)Zbl 1412.60064

MSC:  60G50 60K05 91B30 62P05
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### The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation. (English)Zbl 1403.62194

MSC:  62P05 62E10 91B30
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### Computational analysis of the $$GI/G/1$$ risk process using roots. (English)Zbl 1418.91253

Kar, Samarjit (ed.) et al., Operations research and optimization. FOTA 2016, Kolkata, India, November 24–26, 2016. Singapore: Springer. Springer Proc. Math. Stat. 225, 75-90 (2018).
MSC:  91B30 90B22
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### Randomized dividends in the Markov-modulated Pascal model with stochastic interest rates. (Chinese. English summary)Zbl 1413.91041

MSC:  91B30 91G30 60J20

### Wealth investment strategies for insurance companies and the probability of ruin. (English)Zbl 1397.91286

MSC:  91B30 91G10
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### The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks. (English)Zbl 1401.62217

MSC:  62P05 91B30 62E20
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### Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon. (English)Zbl 1416.91152

MSC:  91B30 60J70
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### Pointwise estimates for first passage times of perpetuity sequences. (English)Zbl 1405.60036

MSC:  60F10 60H25 60J10
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### On a two-dimensional risk model with time-dependent claim sizes and risky investments. (English)Zbl 1458.62242

MSC:  62P05 60F99
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### On the discounted $$K$$th moment of the deficit at ruin in the delayed renewal risk model. (English)Zbl 1406.91199

MSC:  91B30 62P05 60K10
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### Understanding Markov chains. Examples and applications. 2nd edition. (English)Zbl 1458.60002

Springer Undergraduate Mathematics Series. Singapore: Springer (ISBN 978-981-13-0658-7/pbk; 978-981-13-0659-4/ebook). xvii, 372 p. (2018).
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### Dividend barrier strategy: proceed with caution. (English)Zbl 1419.91382

MSC:  91B30 60G51 62P05 60K10
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### Deficit distributions at ruin in a regime-switching Sparre Andersen model. (English)Zbl 1398.91327

MSC:  91B30 60J20 60K10
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### Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty. (English)Zbl 1408.91227

MSC:  91G50 60J70
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### An IBNR-RBNS insurance risk model with marked Poisson arrivals. (English)Zbl 1400.91238

MSC:  91B30 62P05 60J25 60K10
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### Risk theory with affine dividend payment strategies. (English)Zbl 1415.91147

Elsholtz, Christian (ed.) et al., Number theory – Diophantine problems, uniform distribution and applications. Festschrift in honour of Robert F. Tichy’s 60th birthday. Cham: Springer. 25-60 (2017).
MSC:  91B30 60H30 44A10
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### Ruin probability for a discrete time model with investment returns and dependent structure. (Chinese. English summary)Zbl 1399.91052

MSC:  91B30 62P05 60J10 60G42 60G40

### Discrete time ruin probability with Parisian delay. (English)Zbl 1402.91188

MSC:  91B30 60K10 60G51 62P05
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### On dividends in the phase-type dual risk model. (English)Zbl 1402.91185

MSC:  91B30 60K10 44A10
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### Nonparametric estimation of the finite time ruin probability in the classical risk model. (English)Zbl 1401.91215

MSC:  91B30 60B15 62G05 62G20 62P05
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### Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance. (English)Zbl 1390.62201

MSC:  62P05 60J75 91B30
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### Approximating the density of the time to ruin via Fourier-cosine series expansion. (English)Zbl 1390.91326

MSC:  91G60 91B30 62P05
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### Ruin problems for the discrete time insurance risk model with the dependent claim amount. (Chinese. English summary)Zbl 1413.62193

MSC:  62P05 62M10 62J05 91B30
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### Optimal asset control of the dual model with a penalty at ruin. (English)Zbl 1399.49006

MSC:  49J20 49J30 91B30 49N15 91G10
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### Bounds for ruin probability in a dependent risk model with a Markov chain interest rate. (Chinese. English summary)Zbl 1399.91041

MSC:  91B30 62P05 60G42 60J20 60K05
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### Ruin probability of a two-dimensional discrete time risk model with random interest rates. (Chinese. English summary)Zbl 1399.91039

MSC:  91B30 62P05 91G30
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### Asymptotic estimates for the bidimensional time-dependent risk model with investments and by-claims. (Chinese. English summary)Zbl 1399.62173

MSC:  62P05 91B30 62M10

### On the Markov-modulated insurance risk model with interest, debit interest and tax payments. (Chinese. English summary)Zbl 1399.91045

MSC:  91B30 60J75 60J20 91B64

### On the dual risk model with Parisian implementation delays in dividend payments. (English)Zbl 1394.91204

MSC:  91B30 60G51 62P05
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