In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes …. Applying the approximation theory of solutions of linear ordinary differential equations, we derive the asymptotics of the ruin … can further determine their asymptotics. This allows us to recover the ruin probabilities obtained for general premiums …

In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes …. Applying the approximation theory of solutions of linear ordinary differential equations, we derive the asymptotics of the ruin … can further determine their asymptotics. This allows us to recover the ruin probabilities obtained for general premiums …

to certain ruin problems. …

introduce a transparent and unifying analytic method for investigating the asymptotic behavior of ruin probabilities and related …

We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims … asymptotic results of ruin probabilities for different regimes of claim distributions. For numerical results, we recognise an … embedded Markov additive process, and via an appropriate change of measure, ruin probabilities could be computed to a closed …

We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims … asymptotic results of ruin probabilities for different regimes of claim distributions. For numerical results, we recognise an … embedded Markov additive process, and via an appropriate change of measure, ruin probabilities could be computed to a closed …