Browsing Department of Actuarial Sciences by Subject "Ruin probability, Risk Process, Financial Constraints, sub-exponential distribution."
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Approximations of Ruin Probabilities Under Financial Constraints
(HIKARI Ltd, 2021)In this paper, we investigate the approximate ruin probabilities un der financial constraints (interest rate, inflation, and taxation). We formulate a risk process whose premium inflow is influenced by the economic effects ...