Non-central Pólya-Aeppli process and ruin probability

zbMATH Open1438.60064MaRDI QIDQ5204062FDOQ5204062

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

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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)

Cited In (3)

• I-Pólya process and applications
• The Pólya-Aeppli process and ruin problems
• Pólya-Aeppli of order \(k\) risk model

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