ScholarLens Back to search
2009•Unpublished venueRequires access

Ruin Probability for Non-standard Poisson Risk Model with Stochastic Returns

Tao Jiang, Stochastic Returns

Open publisher page 0 citations

Abstract

Abstract—This paper investigates the finite time ruin probability in non-homogeneous Poisson risk model, conditional Poisson risk models and renewal risk model with stochastic returns. Under the assumption that the claimsize is subexponentially distributed, a simple asymptotic relation is established when the initial capital tends to infinity. The results obtained extend the corresponding results of constant interest force. Key Words:

About this research paper

What this paper is about

Abstract—This paper investigates the finite time ruin probability in non-homogeneous Poisson risk model, conditional Poisson risk models and renewal risk model with stochastic returns. Under the assumption that the claimsize is subexponentially distributed, a simple asymptotic relation is established when the initial capital tends to infinity. The results obtained extend the corresponding results of constant interest force. Key Words:

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Abstract—This paper investigates the finite time ruin probability in non-homogeneous Poisson risk model, conditional Poisson risk models and renewal risk model with stochastic returns. Under the assumption that the claimsize is subexponentially distributed, a simple asymptotic relation is established when the initial capital tends to infinity. The results obtained extend the corresponding results of constant interest force. Key Words:

Key concepts: Poisson distribution, Infinity, Mathematics, Ruin theory, Risk model, Poisson regression, Econometrics, Simple (philosophy)

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
Ruin Probability for Non-standard Poisson Risk Model with Stochastic Returns — Research Paper | ScholarLens