On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims
DOI10.1080/03461238.2016.1174731zbMATH Open1401.91186OpenAlexW2342925739WikidataQ122961796 ScholiaQ122961796MaRDI QIDQ4575475FDOQ4575475
Raluca Vernic, Anişoara Maria Răducan, Gheorghiţă Zbăganu
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2016.1174731
exponential distributionruin probabilityrecursionssurplus processnonhomogeneous claim sizesclaims order
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