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Ruin probabilities with a Markov chain interest model

Cai, Jun (contributor); Dickson, David C. M. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001696641

Upper bounds for ultimate ruin probabilities in the Sparre Anderson model with interest

Cai, Jun (contributor); Dickson, David C. M. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001684466

Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest

Cai, Jun; Dickson, David C. M. - In: Insurance: Mathematics and Economics 32 (2003) 1, pp. 61-71

Persistent link: https://www.econbiz.de/10005375106

Some finite time ruin problems

Dickson, David C. M. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003479355

Some explicit solutions for the joint density of the time of ruin and the deficit at ruin

Dickson, David C. M. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003479393

The joint distribution of the time to ruin and number of claims until ruin in the classical risk model

Dickson, David C. M. - 2011

We use probabilistic arguments to derive an expression for the joint density of the time of ruin and the number of claims until ruin in the classical risk model. From this we obtain a general expression for the probability function of the number of claims until ruin. We also consider the moments...