๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The ruin problem in a renewal risk model with two-sided jumps

โœ Scribed by Hua Dong; Zaiming Liu

Book ID
119323480
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
282 KB
Volume
57
Category
Article
ISSN
0895-7177

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The perturbed compound Poisson risk mode
The perturbed compound Poisson risk model with two-sided jumps
โœ Zhimin Zhang; Hu Yang; Shuanming Li ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 715 KB

In this paper, we consider a perturbed compound Poisson risk model with two-sided jumps. The downward jumps represent the claims following an arbitrary distribution, while the upward jumps are also allowed to represent the random gains. Assuming that the density function of the upward jumps has a ra

Asymptotics for the ruin probabilities o
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
โœ Yiqing Chen; Kam C. Yuen; Kai W. Ng ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 147 KB ๐Ÿ‘ 2 views

In this paper, we consider two dependent classes of insurance business with heavy-tailed claims. The dependence comes from the assumption that claim arrivals of the two classes are governed by a common renewal counting process. We study two types of ruin in the two-dimensional framework. For each ty