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Ruin probabilities with dependence on the number of claims within a fixed time window
Constantinescu, Corina; Dai, Suhang; Ni, Weihong; … - In: Risks : open access journal 4 (2016) 2, pp. 1-23
We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims …
Persistent link: https://www.econbiz.de/10011507555
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Asymptotic expected utility of dividend payments in a classical collective risk process
Baran, Sebastian; Constantinescu, Corina; Palmowski, … - In: Risks : open access journal 11 (2023) 4, pp. 1-15
insurance company whose reserves are modeled as a classical Cramér risk process, with exponentially distributed claims, when the …
Persistent link: https://www.econbiz.de/10014303657