On the infinite-horizon probability of (non)ruin for integer-valued claims

DOI10.1239/jap/1152413740zbMath1108.60080MaRDI QIDQ3410932

Vladimir K. Kaishev, Zvetan G. Ignatov

Publication date: 16 November 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1152413740

zbMATH Keywords

infinite-time ruin probability; first crossing of an upper boundary

Mathematics Subject Classification ID

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

Related Items

Ruin and deficit under claim arrivals with the order statistics property, Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts

Cites Work

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• On the Probability of (Non-) Ruin in Infinite Time
• Convolution of uniform distributions and ruin probability