Compound compound Poisson risk model

zbMATH Open1224.91078MaRDI QIDQ3000753FDOQ3000753

Authors: L. D. Minkova 

Publication date: 30 May 2011

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zbMATH Keywords

ruin probabilitycompound Poisson processCramér-Lundberg approximationPólya-Aeppli risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cited In (12)

• A compound Poisson risk model of a loss-sensitive insurance
• The compound Poisson risk model with multiple thresholds
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• Risk model with two compound Poisson processes
• On multivariate modifications of Cramer-Lundberg risk model with constant intensities
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• Risk models of order \(k\)
• Optimal layer reinsurance for compound fractional Poisson model
• The compound Poisson random variable's approximation to the individual risk model
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• Poisson-logarithmic risk process and applications

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