This paper will obtain an asymptotic formula of the finite-time ruin probability in a generalized risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically ...
For a large motor insurance portfolio, on an open environment, we study the impact of experience rating in finite and continuous time ruin probabilities. We consider a model for calculating ruin ...
Ruin probability quantifies the risk that an insurer or financial institution’s liabilities may exceed its assets, ultimately leading to insolvency. Recent advancements in risk management have ...