𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Survival probability and ruin probability of a risk model

✍ Scribed by Jian-hua Luo


Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2008
Tongue
English
Weight
144 KB
Volume
23
Category
Article
ISSN
1005-1031

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Ruin Probabilities under a Markovian Ris
✍ Han-xing Wang; Da-fan Fang; Mao-ning Tang πŸ“‚ Article πŸ“… 2003 πŸ› Institute of Applied Mathematics, Chinese Academy 🌐 English βš– 178 KB
Ruin probabilities in perturbed risk mod
✍ Sabine Schlegel πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 588 KB

We consider the asymptotical behaviour of the ruin function in perturbed and unperturbed non-standard risk models when the initial risk reserve tends to infinity. We give a characterization of this behaviour in terms of the unperturbed ruin function and the perturbation law provided that at least on

Ordering of risks and ruin probabilities
✍ F. Broeckx; M. Goovaerts; F. De Vylder πŸ“‚ Article πŸ“… 1986 πŸ› Elsevier Science 🌐 English βš– 283 KB