I-delaporte process and applications

DOI10.1016/J.MATCOM.2015.12.003MaRDI QIDQ2228996zbMATH OpenOpenAlexFDO

Authors M. D. Lazarova, L. D. Minkova

Publication date 19 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2015.12.003

zbMATH Keywords

ruin probabilitymixed distributionspure birth processdelaporte process

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites work

• scientific article; zbMATH DE number 1257656 (Why is no real title available?)
• scientific article; zbMATH DE number 2172354 (Why is no real title available?)
• A GENERALIZATION OF THE CLASSICAL DISCRETE DISTRIBUTIONS
• Explicit ruin formulas for models with dependence among risks
• I-Pólya process and applications
• On a risk model with dependence between interclaim arrivals and claim sizes
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
• Ruin probabilities
• The Non-Central Negative Binomial Distribution
• The Pólya-Aeppli process and ruin problems

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