Add to ORKGIn this paper, we consider a renewal risk model with constant interest force for an insurance portfolio. We discuss equations for the survival probability and its Laplace-Stieltjes transforms have been obtained. We provide recursive algorithm for the upper and lower bounds for the ruin/survival probability under interest force. Finally, we derive an exponential integral equation for the survival probability. Some special cases are also discussed
We consider a renewal jump-diffusion process, more specifically a re-newal insurance risk model with...
In a classical risk model under constant interest force, we study the probability that the surplus o...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
We present an algorithm to determine both a lower and an upper bound for the finite-time probability...
AbstractIn this paper, we consider the renewal risk process with stochastic interest. For this risk ...
Recently, Tang [Tang, Q., 2005a. Asymptotic ruin probabilities of the renewal model with constant in...
In this paper, we consider a compound Poisson model with a constant interest force for an insurance ...
In this paper, we consider the renewal risk process with stochastic interest. For this risk process,...
This paper investigates the ruin probabilities of a renewal risk model with stochastic investment re...
In this paper we develop a symbolic technique to obtain asymptotic expressions for ruin probabilitie...
Abstract. In this paper, we consider a continuous time risk model in-volving two types of dependent ...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
AbstractWe consider a renewal jump–diffusion process, more specifically a renewal insurance risk mod...
AbstractIn this paper we consider the discrete time stationary renewal risk model. We express the Ge...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...
We consider a renewal jump-diffusion process, more specifically a re-newal insurance risk model with...
In a classical risk model under constant interest force, we study the probability that the surplus o...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
We present an algorithm to determine both a lower and an upper bound for the finite-time probability...
AbstractIn this paper, we consider the renewal risk process with stochastic interest. For this risk ...
Recently, Tang [Tang, Q., 2005a. Asymptotic ruin probabilities of the renewal model with constant in...
In this paper, we consider a compound Poisson model with a constant interest force for an insurance ...
In this paper, we consider the renewal risk process with stochastic interest. For this risk process,...
This paper investigates the ruin probabilities of a renewal risk model with stochastic investment re...
In this paper we develop a symbolic technique to obtain asymptotic expressions for ruin probabilitie...
Abstract. In this paper, we consider a continuous time risk model in-volving two types of dependent ...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
AbstractWe consider a renewal jump–diffusion process, more specifically a renewal insurance risk mod...
AbstractIn this paper we consider the discrete time stationary renewal risk model. We express the Ge...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...
We consider a renewal jump-diffusion process, more specifically a re-newal insurance risk model with...
In a classical risk model under constant interest force, we study the probability that the surplus o...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...