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Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure

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  • de Kok, Ton G.

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  • de Kok, Ton G., 2003. "Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 645-658, December.
    • Handle: RePEc:eee:insuma:v:33:y:2003:i:3:p:645-658
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    References listed on IDEAS

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    1. Dickson, David C. M. & Waters, Howard R., 1999. "Ruin probabilities with compounding assets," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 49-62, September.
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    Cited by:

    1. Guelman, Leo & Guillén, Montserrat & Pérez-Marín, Ana M., 2014. "A survey of personalized treatment models for pricing strategies in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 68-76.
    2. Yao Zhao & David Simchi-Levi, 2006. "Performance Analysis and Evaluation of Assemble-to-Order Systems with Stochastic Sequential Lead Times," Operations Research, INFORMS, vol. 54(4), pages 706-724, August.
    3. Andrius Grigutis & Jonas Šiaulys, 2020. "Ultimate Time Survival Probability in Three-Risk Discrete Time Risk Model," Mathematics, MDPI, vol. 8(2), pages 1-30, January.
    4. Jostein Paulsen, 2008. "Ruin models with investment income," Papers 0806.4125, arXiv.org, revised Dec 2008.
    5. Nyrhinen, Harri, 2007. "Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 947-959, July.

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