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Scandinavian Actuarial Journal Volume 2018, 2018 - Issue 6
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Articles

Ruin under stochastic dependence between premium and claim arrivals

Matija VidmarDepartment of Mathematics, University of Ljubljana, Ljubljana, Slovenia.;Institute for Mathematics, Physics and Mechanics, Ljubljana, Slovenia.Correspondence [email protected]
ORCID Iconhttp://orcid.org/0000-0002-1217-4054View further author information
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Pages 505-513 | Received 18 Mar 2017, Accepted 04 Sep 2017, Published online: 24 Oct 2017

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Yao Kang, Dehui Wang & Jianhua Cheng. (2021) Risk models based on copulas for premiums and claim sizes. Communications in Statistics - Theory and Methods 50:10, pages 2250-2269.
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Articles from other publishers (10)

Zhong Li, Kristina P. Sendova & Chen Yang. (2024) On an insurance ruin model with a causal dependence structure and perturbation. Journal of Computational and Applied Mathematics 449, pages 115970.
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Diba Daraei & Kristina Sendova. (2024) Determining Safe Withdrawal Rates for Post-Retirement via a Ruin-Theory Approach. Risks 12:4, pages 70.
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Suci Sari, Arief Hakim, Ikha Magdalena & Khreshna Syuhada. (2023) Modeling the Optimal Combination of Proportional and Stop-Loss Reinsurance with Dependent Claim and Stochastic Insurance Premium. Journal of Risk and Financial Management 16:2, pages 95.
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Zijia Wang, David Landriault & Shu Li. (2023) An Insurance Risk Process With a Generalized Income Process: A Solvency Analysis. SSRN Electronic Journal.
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Jorge Wilson Euphasio Junior & João Vinícius França Carvalho. (2022) Resseguro e Capital de Solvência: Atenuantes da Probabilidade de Ruína de Seguradoras. Revista de Administração Contemporânea 26:1.
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Jorge Wilson Euphasio Junior & João Vinícius França Carvalho. (2022) Reinsurance and Solvency Capital: Mitigating Insurance Companies’ Ruin Probability. Revista de Administração Contemporânea 26:1.
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Zijia Wang, David Landriault & Shu Li. (2021) An insurance risk process with a generalized income process: A solvency analysis. Insurance: Mathematics and Economics 98, pages 133-146.
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Manuel Leote Tavares Ingles Esquivel, Pedro P Mota & Joaquim P Pina. (2021) On a stochastic model for a cooperative banking scheme for microcreditOn a stochastic model for a cooperative banking scheme for microcredit. Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 66:2, pages 402-414.
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Fuyun Sun & Yuelei Li. (2021) On the improved thinning risk model under a periodic dividend barrier strategy. AIMS Mathematics 6:12, pages 13448-13463.
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M. L. EsquÍvel, P. P. Mota & J. P. Pina. (2021) On a Stochastic Model for a Cooperative Banking Scheme for Microcredit. Theory of Probability & Its Applications 66:2, pages 326-335.
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