Ruin probabilities in the risk process with random income (Q942870)

From MaRDI portal
Revision as of 02:41, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Ruin probabilities in the risk process with random income
scientific article

    Statements

    Ruin probabilities in the risk process with random income (English)
    0 references
    0 references
    0 references
    8 September 2008
    0 references
    The classical risk model is extended to the case where the premium income process is a Poisson process.
    0 references
    beekman convolution formula
    0 references
    defective renewal equation
    0 references
    ruin probability
    0 references
    zero-truncated geometric distribution
    0 references

    Identifiers