On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property

DOI10.1080/03610926.2022.2093910MaRDI QIDQ6118239zbMATH OpenOpenAlexFDO

Authors Abouzar Bazyari

Publication date 23 February 2024

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2022.2093910

zbMATH Keywords

compound binomial risk modelgeneralized dual risk modelruin probabilitytruncated generalized Poisson distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov processes (60J99) Optimal stochastic control (93E20)

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