Probabilistic approach to risk processes with level-dependent premium rate
Denis Denisov, Niklas Gotthardt, Dmitry Korshunov, Vitali Wachtel
| Year of publication: |
2024
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|---|---|
| Authors: | Denisov, Denis ; Gotthardt, Niklas ; Korshunov, Dmitry ; Wachtel, Vitali |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 118.2024, p. 142-156
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| Subject: | Cramér-Lundberg model | Down-crossing probabilities | Heavy-tailed ruin probability | Level-dependent premium rate | Risk process | Transient Markov chain | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Markov-Kette | Markov chain | Risiko | Risk | Risikomodell | Risk model | Risikoprämie | Risk premium | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015067041