Add to ORKGThe paper presents the calculated probabilities of ruin of a discrete inhomogeneous renewal risk model for different distributions. Four different distributions with the same averages are used. The obtained results are compared according to the calculations and presented in the work
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...
In the beginning of the master thesis, the conditions are considered under which distribution of ran...
In the thesis ruin probability in an inhomogeneous renewal risk model is investigated. The main purp...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
We consider a class of compound renewal (Sparre Andersen) risk process with claim waiting times have...
The discrete time risk model with inhomogeneous claims is analyzed. The finite time ruin probability...
AbstractIn this paper we consider the discrete time stationary renewal risk model. We express the Ge...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
In ruin theory, the net profit condition intuitively means that the sizes of the incurred random cla...
In this paper a double renewal risk model is studied. The claims represent an i.i.d.sequence of rand...
Graduation date: 2007This thesis considers one of the classical problems in the actuarial mathematic...
We consider a renewal risk model in which the claim inter-arrival distribution is generalized expone...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...
In the beginning of the master thesis, the conditions are considered under which distribution of ran...
In the thesis ruin probability in an inhomogeneous renewal risk model is investigated. The main purp...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
We consider a class of compound renewal (Sparre Andersen) risk process with claim waiting times have...
The discrete time risk model with inhomogeneous claims is analyzed. The finite time ruin probability...
AbstractIn this paper we consider the discrete time stationary renewal risk model. We express the Ge...
In this thesis, the discrete-time risk model with inhomogeneous claims is investigated. This model d...
In ruin theory, the net profit condition intuitively means that the sizes of the incurred random cla...
In this paper a double renewal risk model is studied. The claims represent an i.i.d.sequence of rand...
Graduation date: 2007This thesis considers one of the classical problems in the actuarial mathematic...
We consider a renewal risk model in which the claim inter-arrival distribution is generalized expone...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
The severity of ruin in a discrete semi-Markov risk model is studied. A recursive system for finding...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...
This paper investigates the finite time ruin probability in the renewal risk model. Under some mild ...