On the infinite-horizon probability of (non)ruin for integer-valued claims

DOI10.1239/jap/1152413740zbMath1108.60080OpenAlexW2047173420MaRDI 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

zbMATH Keywords

infinite-time ruin probabilityfirst crossing of an upper boundary

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items

Ruin and deficit under claim arrivals with the order statistics property ⋮ Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts

Cites Work

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