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Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model

Jiang, Tao; Wang, Yuebao; Chen, Yang; Xu, Hui - In: Insurance / Mathematics & economics 64 (2015), pp. 45-53

Persistent link: https://www.econbiz.de/10011397932

How much we gain by surplus-dependent premiums : asymptotic analysis of ruin probability

Wang, Jing; Palmowski, Zbigniew; Constantinescu, Corina - In: Risks : open access journal 9 (2021) 9, pp. 1-17

In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and a hypoexponential claims scenario, Erlang (2) claim sizes. Applying the approximation theory of solutions of linear...

Persistent link: https://www.econbiz.de/10012612558

The equivalence of two tax processes

Al Ghanim, Dalal; Loeffen, Ronnie; Watson, Alexander R. - In: Insurance / Mathematics & economics 90 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012169491

Probabilistic approach to risk processes with level-dependent premium rate

Denisov, Denis; Gotthardt, Niklas; Korshunov, Dmitry; … - In: Insurance : mathematics and economics 118 (2024), pp. 142-156

Persistent link: https://www.econbiz.de/10015067041