Add to ORKGIn this paper, we consider a compound Poisson model with a constant interest force for an insurance portfolio. We investigate the distribution of surplus process immediately before ruin in particular. Equations satisfied by the distributions of surplus immediately before ruin and their Laplace transform have been obtained. Some special cases are also discussed and Lundberg-type bounds are presented.Laplace transform Integral equations Renewal theory Lundberg bound Surplus immediately before ruin
In this paper, we consider a renewal risk model with constant interest force for an insurance portfo...
Doutoramento em MatemáticaIn ruin theory, assuming the classical compound Poisson continuous time su...
We consider the classical model for an insurance business where the claims occur according to a Pois...
In this paper, we consider a compound Poisson model with a constant interest force for an insurance ...
In this paper, we consider a compound Poisson model with a constant interest force for an insurance ...
In this paper, we consider the problem of the severity of ruin for a compound Poisson model with a c...
Consider a classical compound Poisson model. The safety loading can be positive, negative or zero. E...
In this paper we consider the Sparre Andersen insurance risk model. Three cases are discussed: the o...
In the classical compound Poisson model of the collective risk theory we consider X, the surplus bef...
In this article, we consider the perturbed compound Poisson risk process with investment incomes. Th...
We consider a risk reserve process whose premium rate reduces from cd to cu when the reserve comes a...
In this article, we consider an extension to the renewal or Sparre Andersen risk process by introduc...
In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premi...
This paper investigates the first exit time and the ruin time of a risk reserve process with reserve...
We consider a two-barrier renewal risk model assuming that insurer's income is modeled via a Br...
In this paper, we consider a renewal risk model with constant interest force for an insurance portfo...
Doutoramento em MatemáticaIn ruin theory, assuming the classical compound Poisson continuous time su...
We consider the classical model for an insurance business where the claims occur according to a Pois...
In this paper, we consider a compound Poisson model with a constant interest force for an insurance ...
In this paper, we consider a compound Poisson model with a constant interest force for an insurance ...
In this paper, we consider the problem of the severity of ruin for a compound Poisson model with a c...
Consider a classical compound Poisson model. The safety loading can be positive, negative or zero. E...
In this paper we consider the Sparre Andersen insurance risk model. Three cases are discussed: the o...
In the classical compound Poisson model of the collective risk theory we consider X, the surplus bef...
In this article, we consider the perturbed compound Poisson risk process with investment incomes. Th...
We consider a risk reserve process whose premium rate reduces from cd to cu when the reserve comes a...
In this article, we consider an extension to the renewal or Sparre Andersen risk process by introduc...
In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premi...
This paper investigates the first exit time and the ruin time of a risk reserve process with reserve...
We consider a two-barrier renewal risk model assuming that insurer's income is modeled via a Br...
In this paper, we consider a renewal risk model with constant interest force for an insurance portfo...
Doutoramento em MatemáticaIn ruin theory, assuming the classical compound Poisson continuous time su...
We consider the classical model for an insurance business where the claims occur according to a Pois...