Time to Ruin - Articles - Scientific Research Publishing

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 3,630 Downloads 5,733 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 330 Downloads 1,246 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 103 Downloads 484 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 6,136 Downloads 9,818 Views Citations
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 309 Downloads 1,431 Views Citations
On Discrete Risk Process with Stochastic Premiums and Dividends Modulated by Random Discount Rates (Articles)

Enoch J. Dangbe, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.14 No.4, November 27, 2024

DOI: 10.4236/jmf.2024.144023 114 Downloads 517 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 5,022 Downloads 7,187 Views Citations
The Spectacular Rise and Disastrous Collapse of a Financial Scheme: The Case of Albania (Articles)

Edlira Thanasi, Joseph Riotto

Open Journal of Business and Management Vol.5 No.1, January 24, 2017

DOI: 10.4236/ojbm.2017.51018 2,130 Downloads 5,836 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 829 Downloads 1,594 Views Citations
Comparison of Ruin Probabilities in Compound Poisson Risk Model (Articles)

Dol Nath Khanal

Open Journal of Statistics Vol.9 No.1, January 25, 2019

DOI: 10.4236/ojs.2019.91004 1,097 Downloads 2,622 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 310 Downloads 1,219 Views Citations
Dividend Payments and Related Problems in a Markov-Dependent Insurance Risk Model under Absolute Ruin (Articles)

Wenguang Yu, Yujuan Huang

American Journal of Industrial and Business Management Vol.1 No.1, October 20, 2011

DOI: 10.4236/ajibm.2011.11001 4,594 Downloads 9,590 Views Citations
Markov-Dependent Risk Model with Multi-Layer Dividend Strategy and Investment Interest under Absolute Ruin (Articles)

Bangling Li, Shixia Ma

Journal of Mathematical Finance Vol.6 No.2, March 9, 2016

DOI: 10.4236/jmf.2016.62022 2,780 Downloads 3,845 Views Citations
Ruin Probabilities in Risk Based on a Generalized FGM Dependence Structure (Articles)

Liyi Wen

Open Access Library Journal Vol.3 No.5, May 24, 2016

DOI: 10.4236/oalib.1102680 1,172 Downloads 2,227 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 2,237 Downloads 4,172 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 1,085 Downloads 2,455 Views Citations
Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model (Articles)

Jaya Prakasah Narayan Bishwal

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13008 5,652 Downloads 10,542 Views Citations
The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin (Articles)

Wenguang Yu, Yujuan Huang

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13011 4,676 Downloads 9,009 Views Citations
Estimating the Gerber-Shiu Function by Fourier Cosine Series Expansion in the Wiener-Poisson Risk Model (Articles)

Marcelin Romeo Noumegni Kenmoe, Jane Akinyi Aduda, Mbele Bidima Martin Le Doux

Journal of Mathematical Finance Vol.13 No.3, July 31, 2023

DOI: 10.4236/jmf.2023.133017 255 Downloads 971 Views Citations
Causality and Reversibility in Irreversible Time:Book Review (Articles)

M. L. Arushanov

Journal of Quantum Information Science Vol.2 No.1, March 28, 2012

DOI: 10.4236/jqis.2012.21001 4,254 Downloads 7,873 Views Citations

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