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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. 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.
    5. Jostein Paulsen, 2008. "Ruin models with investment income," Papers 0806.4125, arXiv.org, revised Dec 2008.

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