IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v15y1994i1p23-36.html
   My bibliography  Save this article

Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion

Author

Listed:
  • Furrer, H. J.
  • Schmidli, H.

Abstract

No abstract is available for this item.

Suggested Citation

  • Furrer, H. J. & Schmidli, H., 1994. "Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 23-36, October.
    • Handle: RePEc:eee:insuma:v:15:y:1994:i:1:p:23-36
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-6687(94)00017-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Schlegel, Sabine, 1998. "Ruin probabilities in perturbed risk models," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 93-104, May.
    2. Honglong You & Yuan Gao, 2019. "Non-Parametric Threshold Estimation for the Wiener–Poisson Risk Model," Mathematics, MDPI, vol. 7(6), pages 1-11, June.
    3. Wang, Guojing & Wu, Rong, 2008. "The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 59-64, February.
    4. Schmidli, Hanspeter, 2001. "Distribution of the first ladder height of a stationary risk process perturbed by [alpha]-stable Lévy motion," Insurance: Mathematics and Economics, Elsevier, vol. 28(1), pages 13-20, February.
    5. Kam C. Yuen & Yuhua Lu & Rong Wu, 2009. "The compound Poisson process perturbed by a diffusion with a threshold dividend strategy," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(1), pages 73-93, January.
    6. Zied Ben Salah & Jos'e Garrido, 2017. "On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model," Papers 1710.11065, arXiv.org, revised Jun 2018.
    7. Wang, Guojing & Wu, Rong, 2000. "Some distributions for classical risk process that is perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 15-24, February.
    8. Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021. "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
    9. Ben Salah, Zied & Garrido, José, 2018. "On fair reinsurance premiums; Capital injections in a perturbed risk model," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 11-20.
    10. Paulsen, Jostein, 1998. "Ruin theory with compounding assets -- a survey," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 3-16, May.
    11. Schmidli, H., 1995. "Cramer-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 135-149, May.
    12. Schmidli, Hanspeter, 2010. "Conditional law of risk processes given that ruin occurs," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 281-289, April.
    13. Willmot, Gordon E. & Lin, Xiaodong, 1996. "Bounds on the tails of convolutions of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 29-33, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:15:y:1994:i:1:p:23-36. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.