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Some Simple and Classical Approximations to Ruin Probabilities Applied to the Perturbed Model
| Content Provider | Semantic Scholar |
|---|---|
| Author | Seixas, M. Reis, Alfredo |
| Copyright Year | 2013 |
| Abstract | We study approximations to ultimate ruin probabilities under an extention to the classical CramérLundberg risk model by adding a diffusion component. For the approximations, we adapt some simple, practical and well know methods used for the classical model. Under this approach, and for some cases, we are able to separate and compute the ruin probability either exclusively due to the oscillation, or due to a claim. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://cemapre.iseg.utl.pt/archive/preprints/569.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |