Search Results - subject:"Banach contraction principle"

q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model

Liu, Yuxuan; Jiang, Zhengjun; Zhang, Yiwen - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 38-50

Persistent link: https://www.econbiz.de/10013491049

Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model

Jiang, Zhengjun - In: Scandinavian actuarial journal 2022 (2022) 3, pp. 234-243

probability that ruin time, the first time when risk reserve is negative, is finite. We apply Banach contraction principle, q … obtain more explicit Lipschitz constant in Banach contraction principle in our case so that proofs of several Lemmas and …

Persistent link: https://www.econbiz.de/10013370498

Gambler's ruin problem in a Markov-modulated jump-diffusion risk model

Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin - In: Scandinavian actuarial journal 2022 (2022) 8, pp. 682-694

Persistent link: https://www.econbiz.de/10013370732

Banach Contraction Principle and ruin probabilities in regime-switching models

Gajek, Lesław; Rudź, Marcin - In: Insurance / Mathematics & economics 80 (2018), pp. 45-53

Persistent link: https://www.econbiz.de/10011872912