The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Kluppelberg and Stadtmuller (1998) proved a precise asymptotic formula for the ruin probability of the classical interest force and regularly varying tailed claims when the initial capital u tends to infinity . This paper extends their results in several aspects as follows: First, the risk models are the Conditional Poisson and Non-Qici Poisson Process respectively; Second, the ruin probability is...
This paper researches the ruin probability with insurance capital investing in risky asset. Under the assumptions that the claim-arrival follows renewal process and the claimsize is of Pareto distribution, by using BlackScholes formula to re-express the surplus process, the asymptotic formulae of finite and infinite time ruin probability are derived. Relationship between ruin probability and renewal...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.