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THE PROBABILITY OF RUIN WITH FINITE HORIZON IN A DISCRETE-TIME MULTI-RISK MODEL

, 2014
Hua Zhi-qian
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Finite Time Ruin Probabilities for Convolution Equivalent L\'evy Insurance Risk Processes

, 2013
Philip S. Griffin, Ross Maller, Dale Roberts   +2 more
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Modeling Of The Finite Time Ruin Probabilities For Insurance Companies

Всероссийский журнал научных публикаций, 2011
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Multirisks Model and Finite-Time Ruin Probabilities

Methodology And Computing In Applied Probability, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Picard, P., Lefèvre, Claude, Coulibaly, I.   +2 more
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A Fourier-cosine method for finite-time ruin probabilities

Insurance: Mathematics and Economics, 2021
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Wing Yan Lee, Xiaolong Li, Fangda Liu, Yifan Shi, Sheung Chi Phillip Yam   +4 more
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Bayesian estimation of finite time ruin probabilities

Applied Stochastic Models in Business and Industry, 2009
AbstractIn this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions.
Ausin, M. Concepcion, Wiper, Michael P., Lillo, Rosa E.   +2 more
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Recursive calculation of finite-time ruin probabilities

Insurance: Mathematics and Economics, 1988
We develop a simple algorithm for the numerical calculation of finite- time ruin probabilities in a general discrete-time risk process model. These probabilities can be used for the calculation of approximations for the finite-time ruin probabilities in the classical actuarial risk model.
de Vylder, F., Goovaerts, M. J.
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A finite-time ruin probability formula for continuous claim severities

Journal of Applied Probability, 2004
An explicit formula for the probability of nonruin of an insurance company in a finite time interval is derived, assuming Poisson claim arrivals, any continuous joint distribution of the claim amounts and any nonnegative, increasing real function representing its premium income.
Ignatov, Zvetan G., Kaishev, Vladimir K.
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The probability of ruin in finite time

Lithuanian Mathematical Journal, 1999
The paper deals with the Sparre Andersen model in the collective risk theory. Denote by \(\tau\) the ruin moment; \(\Psi(x,n)= P(\tau(x)\leq n)\) and \(\Psi(x)= P(\tau(x)\leq \infty)\) are, respectively, the probability of ruin before the \(n\)th payoff and in infinite time.
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