Probabilistic approach to risk processes with level-dependent premium rate
Year of publication: |
2024
|
---|---|
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
|
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 |
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