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Probability of ruin with variable premium rate in a Markovian environment

  • Published:2001-10 Issue:2 Volume:29 Page:291-296
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Jasiulewicz Helena

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference11 articles.

1. Asmussen, S., 2000. Ruin Probabilities. World Scientific, Singapore.

2. Csőrgő, M., Révész, P., 1981. Strong Approximations in Probability and Statistics. Academic Press/Akadémiai Kiadó, Budapest.

3. The surplus process as a fair game — utilitywise;Gerber;ASTIN Bulletin,1975

4. Grandell, J., 1991. Aspects of Risk Theory. Springer, Berlin.

5. Estimating the probability of ruin for variable premiums by simulation;Michaud;ASTIN Bulletin,1996

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2. Modeling the Effect of Spending on Cyber Security by Using Surplus Process;Mathematical Problems in Engineering;2020-07-07

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4. Ruin probability of an insurance company with hyperexponential distribution of insurance premiums and insurance payments for different insurance models;Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika;2016-06-01

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