Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy
We deal with a generalization of the risk model with stochastic premiums Cutting Board where dividends are paid according to a constant dividend strategy and consider heuristic approximations for the ruin probability.To be more precise, we construct five- and three-moment analogues to the De Vylder approximation.To this end, we obtain an explicit f