Duration of negative surplus for an improved Poisson-geometric risk model

DOI10.11721/CQNUJ20160501MaRDI QIDQ5276722zbMATH OpenFDO

Authors Jianqin Han, Kelin Qiao

Publication date 14 July 2017

Full work available at URL https://doi.org/10.11721/CQNUJ20160501

zbMATH Keywords

conditional moment generating functionduration of negative surplusPoission processPoisson-geometric process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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