Probability of Ruin under Inflationary Conditions or under Experience Rating
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- Wang, Guojing & Wu, Rong, 2001. "Distributions for the risk process with a stochastic return on investments," Stochastic Processes and their Applications, Elsevier, vol. 95(2), pages 329-341, October.
- Franck Adékambi & Kokou Essiomle, 2021. "Asymptotic Tail Probability of the Discounted Aggregate Claims under Homogeneous, Non-Homogeneous and Mixed Poisson Risk Model," Risks, MDPI, vol. 9(7), pages 1-22, June.
- Huynh, Mirabelle & Landriault, David & Shi, Tianxiang & Willmot, Gordon E., 2015. "On a risk model with claim investigation," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 37-45.
- Jang, Jiwook, 2007. "Jump diffusion processes and their applications in insurance and finance," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 62-70, July.
- Leveille, Ghislain & Garrido, Jose, 2001. "Moments of compound renewal sums with discounted claims," Insurance: Mathematics and Economics, Elsevier, vol. 28(2), pages 217-231, April.
- Ren, Jiandong, 2012. "A multivariate aggregate loss model," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 402-408.
- Adekambi Franck, 2013. "The Asymptotic Ruin Problem in Health Care Insurance with Interest," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 7(2), pages 143-162, July.
- Jang, Ji-Wook & Krvavych, Yuriy, 2004. "Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform," Insurance: Mathematics and Economics, Elsevier, vol. 35(1), pages 97-111, August.
- Woo, Jae-Kyung & Cheung, Eric C.K., 2013. "A note on discounted compound renewal sums under dependency," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 170-179.
- Shuanming Li & Yi Lu, 2018. "On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment," Risks, MDPI, vol. 6(2), pages 1-16, May.
- Adekambi Franck & Mamane Salha, 2012. "Health Care Insurance Pricing Using Alternating Renewal Processes," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 7(1), pages 1-14, December.
- Eric C.K. Cheung & Haibo Liu & Jae-Kyung Woo, 2015. "On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy," Risks, MDPI, vol. 3(4), pages 1-24, November.
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