scientific article; zbMATH DE number 1165657

MaRDI QIDQ4396360zbMATH OpenFDO

Authors V. S. Korolyuk

Publication date 14 June 1998

zbMATH Keywords

compound Poisson processfirst passage timerandom walkrenewal processruin problemsemi-Markov random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• New Methods for the Problem of Collective Ruin
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• Exact and Asymptotic Solutions for the Time-Dependent Problem of Collective Ruin II
• Approximate solutions of severity of ruins
• The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process

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