Problèmes de ruine en théorie du risque à temps discret avec horizon fini

DOI10.1239/jap/1059060886zbMath1049.62113OpenAlexW2075634194MaRDI QIDQ4462687

Ibrahim Coulibaly, Philippe Picard, Claude Lefèvre

Publication date: 18 May 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1059060886

zbMATH Keywords

arithmetic distribution of lossesgeneralised Appell polynomialsnonuniform process of premiumsprobability and severity of ruin

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stopping times; optimal stopping problems; gambling theory (60G40)

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