## Found 100 Documents (Results 1–100)

100
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### Nonparametric estimation of the expected discounted penalty function in the compound Poisson model. (English)Zbl 07524971

MSC:  62G05 62P05 91G70
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### Banach contraction principle, $$q$$-scale function and ultimate ruin probability under a Markov-modulated classical risk model. (English)Zbl 07518395

MSC:  91G05 60K37 60J70
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### Alternative methods to deal with measurement error. (English)Zbl 1451.91230

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1439-1484 (2021).
MSC:  91G70 62P05
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### Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process. (English)Zbl 1453.60149

MSC:  60J99 91G40 60G51
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### Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. (English)Zbl 1445.91054

MSC:  91G05 93E20
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MSC:  62-XX
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MSC:  91G05

### On a dividend problem with random funding. (English)Zbl 1433.91146

MSC:  91G05 93E20
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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

### Dividend problems for finite time interval in the classical risk model. (Chinese. English summary)Zbl 1438.91179

MSC:  91G50 91G05 44A10
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MSC:  91B30
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### Optimal dividends with an affine penalty. (English)Zbl 1422.91359

MSC:  91B30 93E20
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### Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion. (English)Zbl 1450.62133

MSC:  62P05 62G07 91G70
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### A new efficient method for estimating the Gerber-Shiu function in the classical risk model. (English)Zbl 1416.91229

MSC:  91B30 60K10 62G05 62P05
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### Modeling of claim severity through the mixture of exponential distribution and computation of its probability of ultimate ruin. (English)Zbl 1395.62326

MSC:  62P05 62E15 91B30

### Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures. (English)Zbl 1408.91105

MSC:  91B30 62P05 91B70 62E17
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### Some comparison results for finite-time ruin probabilities in the classical risk model. (English)Zbl 1397.91289

MSC:  91B30 60E05 60E15
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### Gerber-Shiu analysis with two-sided acceptable levels. (English)Zbl 1364.91071

MSC:  91B30 60K10 60K20
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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. (English)Zbl 1353.91022

MSC:  91B30 62P05 60K10 60G51
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### A note on ruin problems in perturbed classical risk models. (English)Zbl 1463.91033

MSC:  91B05 60K10
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### On a risk measure inspired from the ruin probability and the expected deficit at ruin. (English)Zbl 1401.91175

MSC:  91B30 60E15
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### Ruin probability with Gamma claim in classical risk model. (Chinese. English summary)Zbl 1363.91031

MSC:  91B30 62P05

### Risk aggregation in multivariate dependent Pareto distributions. (English)Zbl 1371.91107

MSC:  91B30 62P05 60E05 62E15
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### Number of jumps in two-sided first-exit problems for a compound Poisson process. (English)Zbl 1349.91146

MSC:  91B30 60G40 60J75
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### On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English)Zbl 1334.90063

MSC:  90B70 62E99 91D35
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### Approximation of the ruin probability using the scaled Laplace transform inversion. (English)Zbl 1410.62026

MSC:  62E17 44A10 60E10 91B30
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### On finite-time ruin probabilities in a generalized dual risk model with dependence. (English)Zbl 1341.91090

MSC:  91B30 60K10
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### A note on the net profit condition for discrete and classical risk models. (English)Zbl 1403.91193

MSC:  91B30 60J20 60K30 60G50
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### Optimal dividend payout for classical risk model with risk constraint. (English)Zbl 1304.60082

MSC:  60J60 91B30
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### Some practical insurance problems solved by mathematical theory and credibility theory. (English)Zbl 1299.62112

MSC:  62P05 91B30

### From ruin to bankruptcy for compound Poisson surplus processes. (English)Zbl 1283.91084

MSC:  91B30 91G50
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### Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English)Zbl 1287.91095

MSC:  91B30 91B70 60K05 60G51
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### A problem of optimal conditional deductible choice in the classical risk model. (Ukrainian. English summary)Zbl 1289.91084

MSC:  91B30 62P05

### Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial $$(B,S)$$-market. (Ukrainian. English summary)Zbl 1289.91085

MSC:  91B30 60J75 62P05 91B70

### On the survival probability of an insurance company in two risk models. (Russian. English summary)Zbl 1265.62038

MSC:  62P05 49N90 91B30 60J75

### Complete monotonicity of the probability of ruin and de Finetti’s dividend problem. (English)Zbl 1259.91072

MSC:  91B69 93E03 91B30
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### Minimising expected discounted capital injections by reinsurance in a classical risk model. (English)Zbl 1277.60145

MSC:  60K10 62P05 91B30 93E20
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### Optimal dividend strategies for a compound Poisson process under transaction costs and power utility. (English)Zbl 1262.91096

MSC:  91B30 60K10 49N25
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### On the non-ruin probability of an insurance company in the classical risk model using conditional franchise and limit of responsibility. (Ukrainian. English summary)Zbl 1249.91047

MSC:  91B30 62P05

### Approximations of the optimal dividends barrier in the classical risk models. (English)Zbl 1249.91058

MSC:  91B30 62P05

MSC:  62P05

### Optimal control of capital injections by reinsurance with a constant rate of interest. (English)Zbl 1230.91072

MSC:  91B30 93E20 60K10 60J65
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### Ruin excursions, the $$G/G/\infty$$ queue, and tax payments in renewal risk models. (English)Zbl 1223.91024

MSC:  91B30 60K30
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### On differentiability of the non-ruin probability of an insurance company in models with constant interest rate. (Ukrainian. English summary)Zbl 1249.91046

MSC:  91B30 62P05

### Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market. (English)Zbl 1231.91411

MSC:  91G10 60H30 60G46 91B30
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### Optimal stopping of the classical risk model controlled by dividend strategy. (Chinese. English summary)Zbl 1240.91048

MSC:  91B30 60G40

### Ruin probability for the classical renewal model with stochastic interest rate. (Chinese. English summary)Zbl 1240.91091

MSC:  91B30 62P05

### Calculations of ruin probabilities concerning claim occurrences. (English)Zbl 1237.62160

MSC:  62P05 91B30 65R10
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### Dividend payments in the classical risk model under absolute ruin with debit interest. (English)Zbl 1224.91090

MSC:  91B30 91G50
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### The ruin probability for a generalized compound Poisson-geometric risk model. (Chinese. English summary)Zbl 1212.91058

MSC:  91B30 60G46

### Second-expansions of ruin probabilities with regular function tails. (Chinese. English summary)Zbl 1212.62045

MSC:  62P05 91B30

### Upper bounds for ruin probability in the double compound Poisson risk model under constant interest force. (Chinese. English summary)Zbl 1212.91049

MSC:  91B30 60G46

### The ruin probability of a classical risk model and the distribution of the cycle maximum of the M/G/1 queue. (Chinese. English summary)Zbl 1199.91110

MSC:  91B30 90B22 60K25

MSC:  91B30

### Ruin probability of compound negative binomial risk model. (Chinese. English summary)Zbl 1199.91092

MSC:  91B30 62P05

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### The ruin probability in the presence of extended regular variation and optimal investment. (English)Zbl 1148.91023

MSC:  91B28 60J25 91B30
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MSC:  91B30
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### On the discounted penalty function in a two-step premium rate model with linear dividend barrier. (Chinese. English summary)Zbl 1174.91522

MSC:  91B30 62P05

### The asymptotic behavior for the ruin probability in the classical risk model. (English)Zbl 1174.91502

MSC:  91B30 62P05

MSC:  91B30

### A functional approach for ruin probabilities. (English)Zbl 1133.91034

MSC:  91B30 60K05
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### On the Gerber-Shiu discounted penalty function for subexponential claims. (English)Zbl 1131.60080

Lith. Math. J. 46, No. 4, 487-493 (2006); and Liet. Mat. Rink. 46, No. 4, 598-605 (2006).
MSC:  60K10 60K05 91B30
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### The joint distributions of some extrema for the classical risk process perturbed by diffusion. (English)Zbl 1127.60086

MSC:  60K10 60K05

### On the discounted penalty function for claims having mixed exponential distribution. (English)Zbl 1183.60032

MSC:  60K10 60K05 91B30

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### On the discounted penalty function in a Markov-dependent risk model. (English)Zbl 1129.91023

MSC:  91B30 60K15 60K20
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### Moderate deviations for negatively associated random sums of heavy tailed random variables. (English)Zbl 1081.60512

MSC:  60F10 91B30

MSC:  91B30
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### Another look at the Picard–Lefèvre formula for finite-time ruin probabilities. (English)Zbl 1103.91048

MSC:  91B30 62P05 62E10
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### The distribution of the time to ruin in the classical risk model. (English)Zbl 1098.62136

MSC:  62P05 62E15 91B30
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MSC:  91B30
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### Some characteristics of a surplus process in the presence of an upper barrier. (English)Zbl 1055.91058

MSC:  91B30 62P05
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### The joint distribution for the classical risk model. (Chinese. English summary)Zbl 1022.62104

MSC:  62P05 91B30

### Simulation of ruin probabilities for risk processes of Markovian type. (English)Zbl 1014.91055

MSC:  91B30 62P05
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### On a gamma series expansion for the time-dependent probability of collective ruin. (English)Zbl 1025.62036

MSC:  62P05 62E20 91B30
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MSC:  91B30

MSC:  91B30

### Numerical finite-time ruin probabilities by the Picard-Lefèvre formula. (English)Zbl 0952.91042

MSC:  91B30 62P05 65C50
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### Equation for survival probability in a finite time interval in case of non-zero real interest force. (English)Zbl 0961.91023

MSC:  91B30 45K05 62P05
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### The bi-atomic uniform minimal solution of Schmitter’s problem. (English)Zbl 0906.62107

MSC:  62P05 91B30 60F99 60K05
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### Classical numerical ruin probabilities. (English)Zbl 0880.62108

MSC:  62P05 60K05 91B30
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MSC:  62P05
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### Asymptotic properties of the ANOVA test under general loss functions. (English)Zbl 0796.62059

MSC:  62J10 62F05

MSC:  62P05
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### The probability of ultimate ruin with a variable premium loading - a special case. (English)Zbl 0764.62088

Reviewer: E.Shiu (Iowa City)
MSC:  62P05
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### Simulation of ruin probabilities. (English)Zbl 0717.62103

Reviewer: W.-R.Heilmann
MSC:  62P05 65C05 60G42 91B30
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### The probability and severity of ruin for combinations of exponential claim amount distributions and their translations. (English)Zbl 0637.62101

MSC:  62P05 62E15
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