The ruin problem for mixed poisson risk processes
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Publication:3326684
DOI10.1080/03461238.1983.10408337zbMath0539.62111MaRDI QIDQ3326684
Publication date: 1983
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1983.10408337
62P05: Applications of statistics to actuarial sciences and financial mathematics
Cites Work
- How to calculate ruin probabilities according to the classical risk theory
- Ruin probabilities prepared for numerical calculation
- The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
- The Time Dependence of a Single-Server Queue with Poisson Input and General Service Times
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