Upper and Lower Bounds for Ruin Probability

In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.

Risk Measures for Classical and Perturbed Risk Processes - a Survey

2000 Mathematics Subject Classification: 60B10, 60G17, 60G51, 62P05.

A Modified Model of Risk Business

2000 Mathematics Subject Classification: 60K10, 62P05

On the Poisson Process of Order k Space

2010 Mathematics Subject Classification: 60E05, 62P05.

Compound Compound Poisson Risk Model

2000 Mathematics Subject Classification: 60K10, 62P05.