Results 301 to 310 of about 34,365,461 (339)

A note on some joint distribution functions involving the time of ruin

Insurance: Mathematics and Economics, 2016
David Dickson
exaly  

Distributional study of finite-time ruin related problems for the classical risk model

Applied Mathematics and Computation, 2017
Shuanming Li
exaly  

The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation

Japan journal of industrial and applied mathematics, 2018
Kai-Yong Wang, Lamei Chen, Yang Yang, Miaomiao Gao   +3 more
semanticscholar   +1 more source

On Ruins: Contingency, Time Parallax, and “The Ruined Cottage”

2018
openaire   +1 more source

Recursive calculation of finite-time ruin probabilities

Insurance: Mathematics and Economics, 1988
M J Goovaerts
exaly  

Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty

SIAM Journal on Financial Mathematics, 2018
Shumin Chen, Zhongfei Li, Yan Zeng
semanticscholar   +1 more source

Erlang risk models and finite time ruin problems

Scandinavian Actuarial Journal, 2012
David Dickson, Shuanming Li
exaly  

Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon

Scandinavian Actuarial Journal, 2018
Long Bai
exaly  

Discrete time ruin probability with Parisian delay

Scandinavian Actuarial Journal, 2017
Zbigniew Palmowski, Irmina Czarna
exaly  

Finite-time ruin probability in the inhomogeneous claim case

Lithuanian Mathematical Journal, 2010
J Siaulys
exaly