How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability

How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability

In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and a hypoexponential claims scenario, Erlang (2) claim sizes. Applying the approximation theory of solutions of linear ord...

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Bibliographic Details
Main Authors: Jing Wang, Zbigniew Palmowski, Corina Constantinescu
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Risks
Subjects:
ruin probability
premiums dependent on reserves
risk process
Erlang distribution
Online Access:https://www.mdpi.com/2227-9091/9/9/157

Internet

https://www.mdpi.com/2227-9091/9/9/157

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