Title: Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
Abstract: Abstract The purpose of this paper is to show how the ruin probability can be found for a compound Poisson risk process with a general premium rate p(r) depending on the reserve r, and it is illustrated how the probability of ruin can be calculated using a simple numerical method.
Publication Year: 1989
Publication Date: 1989-09-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 32
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