Add to ORKGWe provide upper bounds to the probability of ruin into a modified model of the collective risk theory, where we have assumed constant force of interest and the definition of ruin as given in (Gerber H., 1971)
This paper presents essential elements of the theory of risk. Collective risk models over an extende...
Our thesis includes 2 sections. In section 1, we mainly discuss the distribution function and the em...
AbstractIn this paper we propose a highly accurate approximation procedure for ruin probabilities in...
In the usual model of the collective risk theory, we are interested in the severity of ruin, as well...
In the classical compound Poisson model of the collective theory of risk let ?(u, y) denote the prob...
We consider a renewal risk model in which the claim inter-arrival distribution is generalized expone...
In this note we discuss upper and lower bound for the ruin probabil-ity in an insurance model with v...
In the present note we consider the classical continuous time model of the collective theory of risk...
An explicit formula for the finite-time ruin probability in a discrete-time collective ruin model wi...
In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arriva...
In this article, we consider an insurance risk model where the claim and premium processes follow so...
In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arriva...
We consider the classical model for an insurance business where the claims occur according to a Pois...
inS paper villi derive some formulas for obtaining the ruin function and the distribution of total c...
In this paper, improvements on the Lundberg bound for the ruin probability in the classical risk mod...
This paper presents essential elements of the theory of risk. Collective risk models over an extende...
Our thesis includes 2 sections. In section 1, we mainly discuss the distribution function and the em...
AbstractIn this paper we propose a highly accurate approximation procedure for ruin probabilities in...
In the usual model of the collective risk theory, we are interested in the severity of ruin, as well...
In the classical compound Poisson model of the collective theory of risk let ?(u, y) denote the prob...
We consider a renewal risk model in which the claim inter-arrival distribution is generalized expone...
In this note we discuss upper and lower bound for the ruin probabil-ity in an insurance model with v...
In the present note we consider the classical continuous time model of the collective theory of risk...
An explicit formula for the finite-time ruin probability in a discrete-time collective ruin model wi...
In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arriva...
In this article, we consider an insurance risk model where the claim and premium processes follow so...
In this work, the non-homogeneous risk model is considered. In such a model, claims and inter-arriva...
We consider the classical model for an insurance business where the claims occur according to a Pois...
inS paper villi derive some formulas for obtaining the ruin function and the distribution of total c...
In this paper, improvements on the Lundberg bound for the ruin probability in the classical risk mod...
This paper presents essential elements of the theory of risk. Collective risk models over an extende...
Our thesis includes 2 sections. In section 1, we mainly discuss the distribution function and the em...
AbstractIn this paper we propose a highly accurate approximation procedure for ruin probabilities in...