I-delaporte process and applications

DOI10.1016/j.matcom.2015.12.003OpenAlexW2226328852MaRDI QIDQ2228996

Leda D. Minkova, M. D. Lazarova

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)

Cites Work

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• The Pólya-Aeppli process and ruin problems
• Explicit ruin formulas for models with dependence among risks
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
• I-Pólya Process and Applications
• On a risk model with dependence between interclaim arrivals and claim sizes
• The Non-Central Negative Binomial Distribution
• A GENERALIZATION OF THE CLASSICAL DISCRETE DISTRIBUTIONS

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