as well as an estimate of the ruin probability when the optimal strategy is used. Copyright Springer-Verlag 2008 …

multi-layer dividend strategy. The formulae for the Gerber–Shiu discounted function and ruin probability were obtained and …

the possible ruin. The ruin is defined through the status of the aggregate risk process, which in turn is determined by … those points to reduce the chance of ruin. To draw a fair measure of effectiveness of alarm system, comparison is drawn …

derive here the asymptotic behavior (lower and upper bounds) of the finite time ruin probability for any gamma Levy process. …

Ruin probabilities in a controlled discrete-time risk process with a Markov chain interest are studied. To reduce the … risk there is a possibility to reinsure a part or the whole reserve. Recursive and integral equations for ruin … probabilities are given. Generalized Lundberg inequalities for the ruin probabilities are derived given a constant stationary policy …

as well as an estimate of the ruin probability when the optimal strategy is used. Copyright Springer-Verlag 2008 …

In this paper we introduce a generalization of the De Vylder approximation. Our idea is to approximate the ruin … studying mixture of exponentials and lognormal claims. In order to obtain exact values of the ruin probability for the …