✦ LIBER ✦

Calculation of the probability of ruin of an insurance company with consideration of reinsurance

✍ Scribed by E. V. Glukhova; E. V. Kapustin

Publisher: Springer
Year: 2000
Tongue: English
Weight: 251 KB
Volume: 43
Category: Article
ISSN: 1573-9228
DOI: 10.1007/bf02508355

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Excess of loss reinsurance with reinstat

Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent

✍ Jean-François Walhin; José Paris 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 German ⚖ 424 KB

Calculation of the temporal characterist

Calculation of the temporal characteristics of ruin of an insurance company for a model with input risk flow intensity, which depends on the number of insured risks

✍ O. A. Zmeev 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 256 KB

Recursive calculation of the probability

Recursive calculation of the probability and severity of ruin

✍ David C.M. Dickson 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 270 KB

Approximation of the ruin probability wi

Approximation of the ruin probability with an exponential exactness

✍ V. I. Lotov 📂 Article 📅 1992 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 330 KB

Non-Poissonian claims' arrivals and calc

Non-Poissonian claims' arrivals and calculation of the probability of ruin

✍ Vsevolod K. Malinovskii 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 987 KB

Collective risk model with a special emphasize on non-Poissonian claims' arrival processes is considered. Exact and approximate techniques for the calculation of the probabilities of ruin are examined. Simulation going back to the importance sampling is applied to two particular cases of non-Poisson

Calculation of the probability of eventu

Calculation of the probability of eventual ruin by Beekman's convolution series

✍ Elias S.W. Shiu 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 424 KB