Advances in Applied Probability
- Adv. in Appl. Probab.
- Volume 48, Number 3 (2016), 903-925.
On real growth and run-off companies in insurance ruin theory
We study solvency of insurers in a comprehensive model where various economic factors affect the capital developments of the companies. The main interest is in the impact of real growth to ruin probabilities. The volume of the business is allowed to increase or decrease. In the latter case, the study is focused on run-off companies. Our main results give sharp asymptotic estimates for infinite-time ruin probabilities.
Adv. in Appl. Probab., Volume 48, Number 3 (2016), 903-925.
First available in Project Euclid: 19 September 2016
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Nyrhinen, Harri. On real growth and run-off companies in insurance ruin theory. Adv. in Appl. Probab. 48 (2016), no. 3, 903--925. https://projecteuclid.org/euclid.aap/1474296320