Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve

1 September 1989

journal article
research article
Published by Taylor & Francis in Scandinavian Actuarial Journal

Vol. 1989 (3) , 147-159
https://doi.org/10.1080/03461238.1989.10413865

Abstract

The purpose of this paper is to show how the ruin probability can be found for a compound Poisson risk process with a general premium rate p(r) depending on the reserve r, and it is illustrated how the probability of ruin can be calculated using a simple numerical method.

Keywords

This publication has 5 references indexed in Scilit:

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