## Found 133 Documents (Results 1–100)

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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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### 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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### 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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### 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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### On double-boundary non-crossing probability for a class of compound processes with applications. (English)Zbl 1430.90013

MSC:  90B05 60G17 65T50
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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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### 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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### Uniform asymptotics for finite-time ruin probability of a bidimensional risk model. (English)Zbl 1416.91164

MSC:  91B30 62P05 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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### 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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### 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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### 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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### Limit property of the delayed risk model under dependent claims and investment. (Chinese. English summary)Zbl 1399.91046

MSC:  91B30 60F15 91G10
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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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### Asymptotics of the finite-time ruin probability of a delayed risk model perturbed by diffusion with a constant interest rate. (English)Zbl 1389.91041

MSC:  91B30 62P05

### 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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### The finite-time ruin probability for an inhomogeneous renewal risk model. (English)Zbl 1369.91078

MSC:  91B30 60K05
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### On the evaluation of finite-time ruin probabilities in a dependent risk model. (English)Zbl 1410.60044

MSC:  60G40 91B30 91G70 91G60
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### Gerber-Shiu analysis of a risk model with capital injections. (English)Zbl 1394.91209

MSC:  91B30 60K10 62P05
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### Finite-time ruin probability for risk model based on NGINAR(1). (Chinese. English summary)Zbl 1374.91062

MSC:  91B30 62M10 62P05 60F10

### 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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### On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims. (English)Zbl 1336.91047

MSC:  91B30 60G51 60K10
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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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### Gaussian risk models with financial constraints. (English)Zbl 1401.91130

MSC:  91B30 60G15 60G70
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### The finite time ruin probability in a risk model with capital injections. (English)Zbl 1398.91350

MSC:  91B30 62P05 60K10
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### Ruin probability in the three-seasonal discrete-time risk model. (English)Zbl 1349.91137

MSC:  91B30 60G50
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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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### Some ruin problems for the MAP risk model. (English)Zbl 1348.91163

MSC:  91B30 60K25 62P05
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### The limit properties for a risk model with heavy-tailed potential claims. (Chinese. English summary)Zbl 1340.91060

MSC:  91B30 60F05 60K05

### Tail probability of a random sum with a heavy-tailed random number and dependent summands. (English)Zbl 06479719

MSC:  62-XX 60-XX
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### Ruin with insurance and financial risks following the least risky FGM dependence structure. (English)Zbl 1318.91108

MSC:  91B30 62P05 62E20 62H20
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### On a partial integrodifferential equation of Seal’s type. (English)Zbl 1318.91124

MSC:  91B30 35Q91 35R09 45K05
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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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### Appell pseudopolynomials and Erlang-type risk models. (English)Zbl 1337.60227

MSC:  60K10 60G40 12E10 91B30
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### The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks. (English)Zbl 1313.91093

MSC:  91B30 62P05
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### The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks. (English)Zbl 1306.91086

MSC:  91B30 62P05 62E20 62H20
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### Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force. (English)Zbl 1309.91075

MSC:  91B30 60K20 62P05
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### Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate. (English)Zbl 1313.91094

MSC:  91B30 62P05 60K10
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### On the De Vylder and Goovaerts conjecture about ruin for equalized claims. (English)Zbl 1329.60119

MSC:  60G50 60G09 91B30
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### Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. (English)Zbl 1293.91095

MSC:  91B30 60G15 60G70
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### Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks. (English)Zbl 1458.62258

MSC:  62P05 60G70
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### Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest. (English)Zbl 1291.91109

MSC:  91B30 60J60
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### Bayesian dividend optimization and finite time ruin probabilities. (English)Zbl 1292.91182

MSC:  91G50 91B30 60J70 49L20 93E11 93E20 91G60
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### Ruin probabilities of a bidimensional risk model with a constant interest rate. (English)Zbl 1313.91098

MSC:  91B30 62P05 60H30

### Second order corrections for the limits of normalized ruin times in the presence of heavy tails. (English)Zbl 1300.60108

MSC:  60K30 60K25 91B30
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### Finite-time ruin probability of a compound dependent discrete-time risk model. (Chinese. English summary)Zbl 1299.91071

MSC:  91B30 62P05

### The finite-time ruin probability for risk models with upper-tailed independent heavily-tailed prospective claims. (Chinese. English summary)Zbl 1299.91076

MSC:  91B30 60K10

### Survival probabilities in bivariate risk models, with application to reinsurance. (English)Zbl 1290.91077

MSC:  91B30 60G40
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MSC:  91B30
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### Distribution of the time to ruin in some Sparre Andersen risk models. (English)Zbl 1284.91270

MSC:  91B30 60K25
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### Joint distributions of some ruin related quantities in the compound binomial risk model. (English)Zbl 1282.91158

MSC:  91B30 62P05 60K05
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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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MSC:  91B30
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### Precise large deviations for dependent random variables with applications to the compound renewal risk model. (English)Zbl 1276.60030

MSC:  60F10 62E20 90B30
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### The finite-time ruin probability under the compound binomial risk model. (English)Zbl 1277.91090

MSC:  91B30 60G51
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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 ruin probability of a dependent risk model with a constant interest rate. (English)Zbl 1263.91027

MSC:  91B30 60F05
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### Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models. (English)Zbl 1266.91032

MSC:  91B30 91B74
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### The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. (English)Zbl 1296.91171

MSC:  91B30 60K10 62E20 62P05 60F10
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### Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach. (English)Zbl 1284.91561

MSC:  91G40 91B30 91G60
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### Ruin probability for a risk model based on the policy entrance process under negatively dependent claims. (Chinese. English summary)Zbl 1289.91094

MSC:  91B30 62P05

### Finite-time ruin probability of a dependent risk model with a constant interest rate. (Chinese. English summary)Zbl 1289.91088

MSC:  91B30 62P05
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### Estimates and numerical simulations for the finite-time ruin probability in an extended negatively dependent general risk model. (Chinese. English summary)Zbl 1274.91260

MSC:  91B30 62P05 65C60

### Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. (English)Zbl 1255.91180

MSC:  91B30 60G51 39A50 91G70
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### Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts. (English)Zbl 1262.91094

MSC:  91B30 60K30 60K99
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### Estimates for the finite-time ruin probability with insurance and financial risks. (English)Zbl 1252.62107

MSC:  62P05 91B30 62E15
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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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### On the ruin probability in a dependent discrete time risk model with insurance and financial risks. (English)Zbl 1237.91142

MSC:  91B30 62P05 62E20 60F10
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### Uniform asymptotics of the finite-time ruin probability for all times. (English)Zbl 1237.91139

MSC:  91B30 60K10
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MSC:  91B30
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### Erlangian approximation to finite time ruin probabilities in perturbed risk models. (English)Zbl 1277.60128

MSC:  60J28 60J70 60K05
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MSC:  91B30
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### Finite-time ruin probability for a risk model with negatively dependent heavily-tailed potential claims. (Chinese. English summary)Zbl 1249.91056

MSC:  91B30 62P05

### The finite-time ruin probability with dependent insurance and financial risks. (English)Zbl 1230.91069

MSC:  91B30 62P05 62E10
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### A new look at the homogeneous risk model. (English)Zbl 1229.91162

MSC:  91B30 62P05
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### Upper bound for finite-time ruin probability in a Markov-modulated market. (English)Zbl 1237.91132

MSC:  91B30 60J70
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### Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. (English)Zbl 1229.91169

MSC:  91B30 91B70 60K10
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MSC:  91B30
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### Precise large deviations for a customer-based individual risk model. (English)Zbl 1216.91015

MSC:  91B30 60F10
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### Formula for the supremum distribution of a spectrally positive $$\alpha$$-stable Lévy process. (English)Zbl 1208.60043

MSC:  60G51 60G52 60G70
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### Uniform estimate on finite time ruin probabilities with random interest rate. (English)Zbl 1240.91056

MSC:  91B30 62P05
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### The asymptotics of finite time ruin probabilities for a risk model with variable interest rates. (English)Zbl 1224.91098

MSC:  91B30 62P05

MSC:  91B30
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### Large deviations and finite time ruin probabilities for generalized renewal risk models. (English)Zbl 1231.91245

MSC:  91B30 60F10 60K10
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### Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest. (English)Zbl 1211.60016

MSC:  60G50 60F10 60F99
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### The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims. (English)Zbl 1201.91096

MSC:  91B30 60G55 60G70
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### Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. (English)Zbl 1231.91213

MSC:  91B30 60K10
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### Bayesian estimation of finite time ruin probabilities. (English)Zbl 1224.91042

MSC:  91B30 62F15 62P05
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### Asymptotic behaviour of the finite-time ruin probability in renewal risk models. (English)Zbl 1224.91070

MSC:  91B30 60K20
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### A property of the renewal counting process with application to the finite-time ruin probability. (English)Zbl 1185.60098

MSC:  60K05 60F10 91B30
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