Probabilité de ruine éventuelle dans un modèle de risque à temps discret

DOI10.1239/jap/1059060887zbMath1140.91408OpenAlexW1534161144MaRDI QIDQ4462688

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/1059060887

zbMATH Keywords

arithmetic distribution of lossesgeneralised Appell polynomialsNonuniform process of premiumsruin with infinite horizon

Mathematics Subject Classification ID

Polynomials in general fields (irreducibility, etc.) (12E05) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites Work

• Problèmes de ruine en théorie du risque à temps discret avec horizon fini
• First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)