A Joint Distribution of Extreme Value for a Renewal Risk Model with Interest Force

Proceedings of the 6th International Conference on Electronic, Mechanical, Information and Management Society ◽

10.2991/emim-16.2016.28 ◽

2016 ◽

Author(s):

Guojin Xu ◽

Huibing Hao

Keyword(s):

Joint Distribution ◽

Extreme Value ◽

Renewal Risk Model ◽

Interest Force ◽

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On the Renewal Risk Model with Constant Interest Force

Journal of Risk Analysis and Crisis Response ◽

10.2991/jrarc.2013.3.2.3 ◽

2013 ◽

Vol 3 (2) ◽

pp. 88

Author(s):

K.K. Thampi ◽

M.J. Jacob

Keyword(s):

Renewal Risk Model ◽

Interest Force ◽

Constant Interest Force ◽

Renewal Risk ◽

Constant Interest

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Ruin Problems Under the Renewal Risk Model with Interest Force

Proceedings of the International Conference on Logistics, Engineering, Management and Computer Science ◽

10.2991/lemcs-14.2014.91 ◽

2014 ◽

Author(s):

Chunping Li

Keyword(s):

Renewal Risk Model ◽

Interest Force ◽

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Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2014.07.007 ◽

2014 ◽

Vol 58 ◽

pp. 185-192 ◽

Author(s):

Haizhong Yang ◽

Jinzhu Li

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Finite Time Ruin Probability ◽

Renewal Risk Model ◽

Interest Force ◽

Constant Interest Force ◽

Renewal Risk ◽

Constant Interest

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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion

Scandinavian Actuarial Journal ◽

10.1080/03461238.2021.1885483 ◽

2021 ◽

pp. 1-28

Author(s):

Eric C. K. Cheung ◽

Zhimin Zhang

Keyword(s):

Series Expansion ◽

Ruin Probability ◽

Simple Approximation ◽

Renewal Risk Model ◽

Interest Force ◽

Laguerre Series ◽

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Precise Large Deviations for Sums of Claim-size Vectors in a Two-dimensional Size-dependent Renewal Risk Model

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-021-1030-z ◽

2021 ◽

Vol 37 (3) ◽

pp. 539-547

Author(s):

Ke-ang Fu ◽

Xin-mei Shen ◽

Hui-jie Li

Keyword(s):

Large Deviations ◽

Two Dimensional ◽

Precise Large Deviations ◽

Renewal Risk Model ◽

Size Dependent ◽

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Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1875244 ◽

2021 ◽

pp. 1-24

Author(s):

Georgios Psarrakos

Keyword(s):

Deficit At Ruin ◽

Renewal Risk Model ◽

The Deficit At Ruin ◽

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Tail bounds for the distribution of the deficit in the renewal risk model

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2008.05.014 ◽

2008 ◽

Vol 43 (2) ◽

pp. 197-202 ◽

Author(s):

Georgios Psarrakos

Keyword(s):

Renewal Risk Model ◽

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Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1484484 ◽

2018 ◽

Vol 48 (16) ◽

pp. 4051-4066

Author(s):

Bingzhen Geng ◽

Cen Chen ◽

Shijie Wang

Keyword(s):

Uniform Asymptotics ◽

Renewal Risk Model ◽

Heavy Tailed ◽

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Asymptotic ruin probabilities for a bidimensional renewal risk model

Stochastics ◽

10.1080/17442508.2016.1276909 ◽

2017 ◽

Vol 89 (5) ◽

pp. 687-708 ◽

Author(s):

Haizhong Yang ◽

Jinzhu Li

Keyword(s):

Ruin Probabilities ◽

Renewal Risk Model ◽

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”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007

North American Actuarial Journal ◽

10.1080/10920277.2007.10597454 ◽

2007 ◽

Vol 11 (2) ◽

pp. 134-135

Author(s):

Bangwon Ko

Keyword(s):

Penalty Function ◽

Renewal Risk Model ◽

Discounted Penalty Function ◽

Renewal Risk ◽

Constant Interest

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