Ruin probabilities for risk models with ordered claim arrivals (Q2513660): Difference between revisions

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Property / author: Claude Lefèvre / rank
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Property / full work available at URL: https://doi.org/10.1007/s11009-013-9334-y / rank
 
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Latest revision as of 14:08, 9 July 2024

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Ruin probabilities for risk models with ordered claim arrivals
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    Ruin probabilities for risk models with ordered claim arrivals (English)
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    28 January 2015
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    order statistics
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    (mixed) Poisson process
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    linear birth process with immigration
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    linear death process
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    ruin probability
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    finite or infinite horizon
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    Appell polynomials
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