## Found 60 Documents (Results 1–60)

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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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### 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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### Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. (English)Zbl 1490.62314

MSC:  62P05 62E10 91B05
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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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### Schur-constant and related dependence models, with application to ruin probabilities. (English)Zbl 1476.60026

MSC:  60E05 62H05 91B05
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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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### 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 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 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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### Deficit distributions at ruin in a regime-switching Sparre Andersen model. (English)Zbl 1398.91327

MSC:  91B30 60J20 60K10
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### Asymptotics for the finite-time ruin probability of a risk model with a general counting process. (English)Zbl 1369.62281

MSC:  62P05 62E10 60F05 91B30
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### Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. (English)Zbl 1364.91072

MSC:  91B30 62E10 62P05
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### Asymptotics for a discrete-time risk model with gamma-like insurance risks. (English)Zbl 1401.91206

MSC:  91B30 62P05 62E10
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### The uniform local asymptotics for a Lévy process and its overshoot and undershoot. (English)Zbl 1381.60087

MSC:  60G51 60E07 62P05
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### Ruin probabilities in models of resource management and insurance: a synthesis. (English)Zbl 1398.91311

MSC:  91B30 91B76 60J20 60K10
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### Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. (English)Zbl 1401.91205

MSC:  91B30 62P05 62E10
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### Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails. (English)Zbl 1359.62469

MSC:  62P05 60K10 62E10 91B30
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### On an asymptotic rule $$A+B/u$$ for ultimate ruin probabilities under dependence by mixing. (English)Zbl 1290.91084

MSC:  91B30 62P05 62H05
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### On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English)Zbl 1292.91089

MSC:  91B30 91B74 60K20
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### Asymptotic results for ruin probability of a two-dimensional renewal risk model. (English)Zbl 1271.62244

MSC:  62P05 62E10
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### Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims. (English)Zbl 1292.91098

MSC:  91B30 60K10 60F05 60G70 62E10
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### Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure. (English)Zbl 1271.62243

MSC:  62P05 60K10 62G32 62G20 91B30
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### A note on a dependent risk model with constant interest rate. (English)Zbl 1242.91094

MSC:  91B30 62P05 62E10 60F05
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### Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion. (English)Zbl 1242.91090

MSC:  91B30 60K10 60K05
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### The finite-time ruin probability with dependent insurance and financial risks. (English)Zbl 1230.91069

MSC:  91B30 62P05 62E10
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### Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model. (English)Zbl 1211.91149

MSC:  91B30 60H10 60H30 60G35
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### Dependent discrete risk processes – calculation of the probability of ruin. (English)Zbl 07529514

MSC:  91B05 60J20 62H05
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### Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. (English)Zbl 1224.91093

MSC:  91B30 62P05
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### A review of discrete-time risk models. (English)Zbl 1180.62151

MSC:  62P05 91B30 60J20 60K99
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### The joint distribution of a risk model with random income. (English)Zbl 1199.91119

MSC:  91B30 62P05 62H05

### The compound Poisson risk model with constant interest rate under a threshold dividend strategy – the joint distribution of three actuarial diagnostics. (Chinese. English summary)Zbl 1199.91104

MSC:  91B30 62P05 62H05

### The finite-time ruin probability for ND claims with constant interest force. (English)Zbl 1319.62206

MSC:  62P05 62E10 60F05
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### On the asymptotic ruin probability with some specific stochastic discount factors. (English)Zbl 1199.62057

MSC:  62P05 62E20 91B30

### Joint distributions of some actuarial random vectors in the compound binomial model. (English)Zbl 1107.60303

MSC:  60E05 91B30
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### Ultimate ruin probability for a time-series risk model with dependent classes of insurance business. (English)Zbl 1192.91121

MSC:  91B30 62P05 62M10 62H05

### On the probability of ruin in a Markov-modulated risk model. (English)Zbl 1129.60066

MSC:  60J20 60J10 91B30
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### Statistical tools for finance and insurance. (English)Zbl 1078.62112

Berlin: Springer (ISBN 3-540-22189-1/pbk). 517 p. (2005).
MSC:  62-01 91-01 62P05 91G70 91B30 91B26
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### Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. (English)Zbl 1188.91086

MSC:  91B30 62P05 60E05 60J10 60J20 62E10
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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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### On the expectations of the present values of the time of ruin perturbed by diffusion. (English)Zbl 1066.91062

MSC:  91B30 60J70 62E17 62E20
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### Erlangian approximations for finite-horizon ruin probabilities. (English)Zbl 1081.60028

MSC:  60G51 60K15 60K20 91B30
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### Lundberg approximations for compound distributions with insurance applications. (English)Zbl 0962.62099

Lecture Notes in Statistics. 156. New York, NY: Springer. x, 250 p. (2000).
MSC:  62P05 62-02 91B30 91-02

### Analysis of a defective renewal equation arising in ruin theory. (English)Zbl 1028.91556

MSC:  91B30 60K05
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### Saddlepoint approximations for the probability of ruin in finite time. (English)Zbl 0836.62082

MSC:  62P05 62E17
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### Corrected normal approximation for the probability of ruin within finite time. (English)Zbl 0845.62076

MSC:  62P05 91B30
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### Large claims approximations for risk processes in a Markovian environment. (English)Zbl 0814.60067

MSC:  60J20 60K25
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### How long is the surplus below zero? (English)Zbl 0777.62096

Reviewer: L.S.Ioffe (Haifa)
MSC:  62P05
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MSC:  62E10
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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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Reviewer: E.Shiu
MSC:  62P05
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MSC:  62P05
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