Search Results - subject:"Ruin Probability"

Simple continuity inequalities for ruin probability in the classical risk model

Gordienko, Evgueni; Vázquez-Ortega, Patricia - In: Astin bulletin : the journal of the International … 46 (2016) 3, pp. 801-814

Persistent link: https://www.econbiz.de/10011670008

Optimal reinsurance policies with two reinsurers in continuous time

Meng, Hui; Zhou, Ming; Siu, Tak Kuen - In: Economic modelling 59 (2016), pp. 182-195

Persistent link: https://www.econbiz.de/10011647797

Optimal reinsurance under multiple attribute decision making

Karageyik, Başak Bulut; Dickson, David C. M. - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 1, pp. 65-86

Persistent link: https://www.econbiz.de/10011554298

On a class of dependent Sparre Andersen risk models and a bailout application

Avram, Florin; Pistorius, M. R.; Rabehasaina, L. - In: Insurance / Mathematics & economics 71 (2016), pp. 27-39

Persistent link: https://www.econbiz.de/10011630595

Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return

Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204

Persistent link: https://www.econbiz.de/10011630650

A pair of optimal reinsurance-investment strategies in the two-sided exit framework

Landriault, David; Li, Bin; Li, Danping; Li, Dongchen - In: Insurance / Mathematics & economics 71 (2016), pp. 284-294

Persistent link: https://www.econbiz.de/10011630846

Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44

Persistent link: https://www.econbiz.de/10011530921

Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling

Zhang, Xin; Meng, Hui; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 125-132

Persistent link: https://www.econbiz.de/10011457200

Unemployment Insurance Model for Migrant Workers under Financial Crisis

Kuan-jiang, Bian; Zhen-li, Zhang; Hong-jing, Jiang - 2010

of model deduction and relevant ruin probability are put forward, and then the estimation formula for exact value of ruin … probability of insurance company. Results show that the more initial capital leads to lower ruin probability of insurance company … probability of insurance company is obtained without considering the interest rate. Taking a certain city in China as an example …

Persistent link: https://www.econbiz.de/10009442700

Ruin Probability in Finite Time

Burnecki, Krzysztof; Teuerle, Marek - Hugo Steinhaus Center for Stochastic Methods, … - 2010

The ruin probability in finite time can only be calculated analytically for a few special cases of the claim amount … a practical point of view. The most important approximations of the finite time ruin probability are presented in …

Persistent link: https://www.econbiz.de/10009323913