Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy
We deal with a generalization of the risk model with stochastic premiums where dividends are paid according to a constant dividend strategy and consider heuristic approximations for the ruin probability. To be more precise, we construct five- and three-moment analogues to the De Vylder approximation...
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| Format: | Article |
| Language: | English |
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VTeX
2020-08-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://www.vmsta.org/doi/10.15559/20-VMSTA157 |