scientific article; zbMATH DE number 5509980

MaRDI QIDQ3605341zbMATH OpenFDO

Authors Ana Maria Răducan, László Lakatos, Gheorghiţă Zbăganu

Publication date 23 February 2009

zbMATH Keywords

ruin probabilityLindley process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(2)

• On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues
• Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims

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