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Interval estimation of the ruin probability in the classical compound Poisson risk model
Computational Statistics & Data Analysis, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Honglong You, Junyi Guo, Jiancheng Jiang
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Classical Risk Model with a Franchise and a Liability Limit
2016Yuliya Mishura, Olena Ragulina
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Springer Series in Statistics, 1991
The traditional approach in the collective risk theory is to consider a model of the risk business of an insurance company, and to study the probability of ruin, i.e., the probability that the risk business ever will be below some specified (negative) value.
Jan Grandell
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The traditional approach in the collective risk theory is to consider a model of the risk business of an insurance company, and to study the probability of ruin, i.e., the probability that the risk business ever will be below some specified (negative) value.
Jan Grandell
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On capital injections and dividends with tax in a classical risk model
Insurance: Mathematics and Economics, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hanspeter Schmidli
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The Classical Risk Model with Constant Interest and Threshold Strategy
2008In recent years, insurance risk models with dividend payments have been studied extensively. The threshold dividend strategy assumes that dividends are paid out at the maximal admissible rate whenever the surplus exceeds a certain threshold. In this paper, we consider the classical risk model with constant interest under the threshold strategy.
Dong, Y, Yuen, KC
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Generalizations of the classical risk model
1991There are certainly many directions in which the classical risk model needs generalization in order to become a reasonably realistic description of the actual behavior of a risk movement. We shall, almost solely, consider generalizations where the occurrence of the claims is described by point processes other than the Poisson process.
J. Grandell
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Classical Risk Model with Threshold Dividend Strategy
Acta Mathematica Scientia, 2008Abstract In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival ...
Zhou Ming, Guo Junyi
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On optimality of the barrier strategy for the classical risk model with interest
Acta Mathematicae Applicatae Sinica, English Series, 2010This paper considers the ``optimal dividend problem'' of an insurance company, which receives premiums at a constant rate and has to pay out claims according to a compound Poisson process. This means that dividends are chosen so as to maximize their expected value before ruin occurs. The authors tackle this problem by first determining the optimizer in
Fang, Ying, Wu, Rong
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