Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates

DOI10.1090/S0094-9000-09-00762-5zbMath1224.91065OpenAlexW2017634894MaRDI QIDQ5391372

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-09-00762-5

zbMATH Keywords

Poisson process renewal theorem Volterra equation risk function Lundberg index Cramér-Lundberg theorem

Mathematics Subject Classification ID

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Related Items (3)

Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes ⋮ A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation ⋮ Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis

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