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 (8)

• On multivariate modifications of Cramer–Lundberg risk model with constant intensities
• The compound Poisson risk model with multiple thresholds
• Title not available (Why is that?)
• Risk model with two compound Poisson processes
• Title not available (Why is that?)
• The compound Poisson random variable's approximation to the individual risk model
• Title not available (Why is that?)
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