The equivalence of the infinite time ruin problems for positive and negative risk models
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Publication:3749996
DOI10.1080/03461238.1985.10413781zbMath0609.62133OpenAlexW1996057417MaRDI QIDQ3749996
Publication date: 1985
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1985.10413781
equivalence theoremqueueing theoryduality principleprobability of ruinAndersen's modelinfinite time ruin problemspositive and negative risk models
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