Ruin Probability in Infinite Continuous Time - Articles

Ruin Probabilities and Complex Analysis (Articles)

Andrew P. Leung

Journal of Mathematical Finance Vol.12 No.1, February 22, 2022

DOI: 10.4236/jmf.2022.121013 374 Downloads 1,599 Views Citations
Ruin Probability for Risk Model with Random Premiums (Articles)

Andrzej Korzeniowski

Journal of Mathematical Finance Vol.13 No.2, May 25, 2023

DOI: 10.4236/jmf.2023.132011 411 Downloads 1,417 Views Citations
Some Results on a Double Compound Poisson-Geometric Risk Model with Interference (Articles)

Dezhi Yan

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21008 6,188 Downloads 9,983 Views Citations
Total Duration of Negative Surplus for a Diffusion Surplus Process with Stochastic Return on Investments (Articles)

Honglong You, Chuancun Yin

Applied Mathematics Vol.3 No.11, November 20, 2012

DOI: 10.4236/am.2012.311231 5,063 Downloads 7,302 Views Citations
Stochastic Model of Dengue: Analysing the Probability of Extinction and LLN (Articles)

Ragnimwendé Sawadogo, Fourtoua Victorien Konané, Wahabo Baguian

Applied Mathematics Vol.15 No.9, September 11, 2024

DOI: 10.4236/am.2024.159036 194 Downloads 1,042 Views Citations
Closed-Form Absolute Ruin Problems of the Risk Models with State-Dependent Switched Claims (Articles)

Yuanxun Liu, Dianli Zhao

Journal of Applied Mathematics and Physics Vol.5 No.12, December 14, 2017

DOI: 10.4236/jamp.2017.512190 868 Downloads 1,686 Views Citations
Discrete Time Risk Model Financed by Random Premiums (Articles)

Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, February 14, 2022

DOI: 10.4236/jmf.2022.121008 344 Downloads 1,345 Views Citations
Burr Distribution as an Actuarial Risk Model and the Computation of Some of Its Actuarial Quantities Related to the Probability of Ruin (Articles)

Jagriti Das, Dilip C. Nath

Journal of Mathematical Finance Vol.6 No.1, February 29, 2016

DOI: 10.4236/jmf.2016.61019 3,673 Downloads 5,878 Views Citations
Modeling of Insurance Data through Two Heavy Tailed Distributions: Computations of Some of Their Actuarial Quantities through Simulation from Their Equilibrium Distributions and the Use of Their Convolutions (Articles)

Dilip C. Nath, Jagriti Das

Journal of Mathematical Finance Vol.6 No.3, August 23, 2016

DOI: 10.4236/jmf.2016.63031 2,286 Downloads 4,311 Views Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities (Articles)

Nguyen Quang Chung

Journal of Mathematical Finance Vol.7 No.4, November 29, 2017

DOI: 10.4236/jmf.2017.74053 1,118 Downloads 2,587 Views Citations
Model and Statistical Analysis of the Motion of a Tired Random Walker in Continuum (Articles)

Muktish Acharyya

Journal of Modern Physics Vol.6 No.14, November 16, 2015

DOI: 10.4236/jmp.2015.614208 2,519 Downloads 3,572 Views Citations
Random Premiums Risk Process with Dividends and Investment (Articles)

Andrzej Korzeniowski, Enoch J. Dangbe

Journal of Mathematical Finance Vol.15 No.2, May 30, 2025

DOI: 10.4236/jmf.2025.152018 127 Downloads 560 Views Citations
Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint (Articles)

Alexandre Scott, Francois Watier

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A278 5,854 Downloads 8,558 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Conceptual Analysis of a Time-Dependent Double-Diffusive Flow over a Semi-Infinite Vertical Plate (Articles)

Sunday Ojima Abah, Umar Suleiman, Joseph Enemona Idoko

Journal of Applied Mathematics and Physics Vol.2 No.4, March 5, 2014

DOI: 10.4236/jamp.2014.24002 3,270 Downloads 5,477 Views Citations
Asymptotic Normality Distribution of Simulated Minimum Hellinger Distance Estimators for Continuous Models (Articles)

Andrew Luong, Claire Bilodeau

Open Journal of Statistics Vol.8 No.5, October 30, 2018

DOI: 10.4236/ojs.2018.85056 930 Downloads 1,803 Views Citations
Theoretical and Practical Notes on Vending Strategies (Articles)

Gustav Cepciansky, Ladislav Schwartz

iBusiness Vol.3 No.1, March 10, 2011

DOI: 10.4236/ib.2011.31001 4,934 Downloads 8,813 Views Citations
Optimal Stopping Time to Buy an Asset When Growth Rate Is a Two-State Markov Chain (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.4 No.3, May 7, 2014

DOI: 10.4236/ajor.2014.43013 4,796 Downloads 6,874 Views Citations
The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite (Articles)

Nguyen Khac Minh, Nguyen Thanh Trung, Pham Van Khanh

American Journal of Operations Research Vol.8 No.2, March 9, 2018

DOI: 10.4236/ajor.2018.82007 1,190 Downloads 3,488 Views Citations
Advancements in Time Modeling: Relationalism, Divisional Structures, and Geometry (Articles)

Steven D. P. Moore

Journal of Applied Mathematics and Physics Vol.12 No.10, October 17, 2024

DOI: 10.4236/jamp.2024.1210200 198 Downloads 1,110 Views Citations
Strong Law of Large Numbers under an Upper Probability (Articles)

Xiaoyan Chen

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A284 5,288 Downloads 8,896 Views Citations
This article belongs to the Special Issue on Probability and Its Applications

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