Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums-Reference-Cited by-同舟云学术

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Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums

Published:2013-01 Issue:1 Volume:73 Page:47-66
ISSN:0036-1399
Container-title:SIAM Journal on Applied Mathematics
language:en
Short-container-title:SIAM J. Appl. Math.

Author:

Albrecher Hansjörg,Constantinescu Corina,Palmowski Zbigniew,Regensburger Georg,Rosenkranz Markus

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics

Link

http://epubs.siam.org/doi/pdf/10.1137/110852000

Reference16 articles.

1. An algebraic operator approach to the analysis of Gerber–Shiu functions

2. On a gamma series expansion for the time-dependent probability of collective ruin

3. On the Time Value of Ruin

4. Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin I

5. Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin II

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1. Probabilistic approach to risk processes with level-dependent premium rate;Insurance: Mathematics and Economics;2024-09

2. The Cramér-Lundberg model with a fluctuating number of clients;Insurance: Mathematics and Economics;2023-09

3. The Gerber-Shiu discounted penalty function: A review from practical perspectives;Insurance: Mathematics and Economics;2023-03

4. Discrete-time risk models with surplus-dependent premium corrections;Applied Mathematics and Computation;2023-01

5. Probabilistic Approach to Risk Processes With Level-Dependent Premium Rate;2023

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