Ruin estimation for a general insurance risk model

Authors
Embrechts, Paul Schmidli, Hanspeter
Citation
Embrechts, Paul et Schmidli, Hanspeter, Ruin estimation for a general insurance risk model, Advances in applied probability , 26(2), 1994, pp. 404-422
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
26
Issue
2
Year of publication
1994
Pages
404 - 422
Database
ACNP
SICI code
Abstract
The theory of piecewise-deterministic Markov processes is used in order to investigate insurance risk models where borrowing, investment and inflation are present.