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Quality Technology & Quantitative Management Volume 7, 2010 - Issue 4
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Original Articles

New Approximations of Ruin Probability in a Risk Process

Seung Kyoung ChoiDepartment of Statistics, Sookmyung Women’s University, Seoul, KoreaView further author information
,
Moon Hee ChoiDepartment of Statistics, Sookmyung Women’s University, Seoul, KoreaView further author information
,
Hye Sun LeeDepartment of Statistics, Sookmyung Women’s University, Seoul, KoreaView further author information
&
Eui Yong LeeDepartment of Statistics, Sookmyung Women’s University, Seoul, KoreaView further author information
Pages 377-383 | Received 01 Jan 2009, Accepted 01 May 2009, Published online: 09 Feb 2016

Citations (7)

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Read on this site (1)

Abouzar Bazyari. Inequalities on the ruin probability for light-tailed distributions with some restrictions. Communications in Statistics - Theory and Methods 0:0, pages 1-17.
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Articles from other publishers (6)

David J. Santana & Luis Rincón. (2023) Ruin probabilities as functions of the roots of a polynomial. Modern Stochastics: Theory and Applications 10:3, pages 247-266.
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Luis Rincón & David J. Santana. (2021) Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences. Methodology and Computing in Applied Probability 24:3, pages 2213-2236.
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Olena Ragulina. (2020) Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy. Modern Stochastics: Theory and Applications, pages 245-265.
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David J. Santana, Juan González-Hernández & Luis Rincón. (2016) Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures. Methodology and Computing in Applied Probability 19:3, pages 775-798.
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. 2016. Ruin Probabilities. Ruin Probabilities 239 253 .
Cheonga Kwon, Seung Kyoung Choi & Eui Yong Lee. (2014) New approximations of the ruin probability in a continuous time surplus process. Journal of the Korean Data and Information Science Society 25:1, pages 1-10.
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