On the infinite-horizon probability of (non)ruin for integer-valued claims
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Publication:3410932
DOI10.1239/jap/1152413740zbMath1108.60080MaRDI QIDQ3410932
Vladimir K. Kaishev, Zvetan G. Ignatov
Publication date: 16 November 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1152413740
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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Cites Work
- Mathematical fun with ruin theory
- Aspects of risk theory
- Ruin probability by operational calculus
- An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
- Two-Sided Bounds for the Finite Time Probability of Ruin
- On the Probability of (Non-) Ruin in Infinite Time
- Convolution of uniform distributions and ruin probability
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