Ruin probabilities in the risk process with random income (Q942870)
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scientific article; zbMATH DE number 5322524
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| English | Ruin probabilities in the risk process with random income |
scientific article; zbMATH DE number 5322524 |
Statements
Ruin probabilities in the risk process with random income (English)
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8 September 2008
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The classical risk model is extended to the case where the premium income process is a Poisson process.
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beekman convolution formula
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defective renewal equation
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ruin probability
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zero-truncated geometric distribution
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0.8791274428367615
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0.86129230260849
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0.8507240414619446
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0.8479246497154236
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0.845875084400177
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