Browsing by Author "Ramsden, Lewis"

Now showing items 1-2 of 2

    • On the time to ruin for a dependent delayed capital injection risk model 

      Ramsden, Lewis; Papaioannou, Apostolos (2019-07-01)
      In this paper, we propose a generalisation to the Cramér–Lundberg risk model, by allowing for a delayed receipt of the required capital injections whenever the surplus of an insurance firm is negative. Delayed capital ...

    • Ruin probabilities under capital constraints 

      Ramsden, Lewis; Papaioannou, Apostolos (2019-09)
      In this paper, we generalise the classic compound Poisson risk model, by the introduction of ordered capital levels, to model the solvency of an insurance firm. A breach of the higher capital level, the magnitude of which ...