Non-central Pólya-Aeppli process and ruin probability

MaRDI QIDQ5204062zbMATH OpenFDO

Authors M. D. Lazarova, L. D. Minkova

Publication date 9 December 2019

Full work available at URL http://aos.ro/wp-content/anale/MVol11Nr2Art.7.pdf

zbMATH Keywords

ruin probabilitypure birth processPólya-Aeppli process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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