This survey treats the problem of ruin in a risk model when assets earn investment income. In addition to a general presentation of the problem, topics covered are a presentation of the relevant integro-differential equations, exact and numerical solutions, asymptotic results, bounds on the ruin probability and also the possibility of minimizing the ruin… (More)
Non-life insurance payouts consist of two factors: claimsizes and claim frequency. When calculating e.g. next years premium, it is vital to correctly model these factors and to estimate the unknown parameters. A standard way is to separately estimate in the claimsize and the claim frequency models. Often there is a deductible with each single claim, and… (More)
This paper is a survey of recent progress in the theory of ruin for risk processes that earn investment return on invested assets.