Ruin estimation for a general insurance risk model

1994106 citationsJournal Article

Authors

Abstract

The theory of piecewise-deterministic Markov processes is used in order to investigate insurance risk models where borrowing, investment and inflation are present.

Topics & Keywords

Probability and Risk Models Insurance, Mortality, Demography, Risk Management Financial Risk and Volatility Modeling

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Advances in Applied Probability

Volume 26, Issue 2, pp. 404-422

DOI: 10.2307/1427443

Field-Weighted Citation Impact: 3.67