Survival probability and ruin probability of a risk model
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Publication:1032779
DOI10.1007/s11766-008-1916-zzbMath1194.91096OpenAlexW2167710988MaRDI QIDQ1032779
Publication date: 11 November 2009
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-008-1916-z
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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