Wang, Jing; Palmowski, Zbigniew; Constantinescu, Corina - In: Risks : open access journal 9 (2021) 9, pp. 1-17
. Applying the approximation theory of solutions of linear ordinary differential equations, we derive the asymptotics of the ruin …In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes …, representing, for instance, returns on risk-free investments of the insurance capital, we firstly derive explicit solutions of the …