Risk process with random income (Q1781715)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk process with random income |
scientific article |
Statements
Risk process with random income (English)
0 references
28 June 2005
0 references
Consider the ``classical risk process'' model of an insurance company that describes the dynamics of its reserve/surplus. The author deals with some results and extensions of this model, in which the risk process has a random income.
0 references
