The ruin problem for mixed poisson risk processes (Q3326684): Difference between revisions
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Property / cites work: The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>) / rank | |||
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Property / cites work: The Time Dependence of a Single-Server Queue with Poisson Input and General Service Times / rank | |||
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Property / cites work: Ruin probabilities prepared for numerical calculation / rank | |||
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Property / cites work: How to calculate ruin probabilities according to the classical risk theory / rank | |||
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Latest revision as of 11:58, 14 June 2024
scientific article
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English | The ruin problem for mixed poisson risk processes |
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The ruin problem for mixed poisson risk processes (English)
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1983
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mixed Poisson risk process
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probability of ruin over a finite time period
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Thorin-Wikstad method
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