Risk processes analyzed as fluid queues

DOI10.1080/03461230410000565zbMath1092.91037OpenAlexW2096512426MaRDI QIDQ5467653

Andrei L. Badescu, David A. Stanford, Guy Latouche, Ana Da Silva Soares, Marie-Ange Remiche, Lothar Breuer

Publication date: 24 May 2006

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230410000565

zbMATH Keywords

ruin probabilityfluid queuesmatrix-analytic methodrisk processestime until ruincorrelated claims

Mathematics Subject Classification ID

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