Ruin probabilities as functions of the roots of a polynomial

DOI10.15559/23-VMSTA226zbMATH Open1520.91101OpenAlexW4327518818MaRDI QIDQ6166247FDOQ6166247

Authors: David J. Santana, Luis Rincón 

Publication date: 2 August 2023

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/23-vmsta226

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zbMATH Keywords

ruin probabilityrecurrence sequencesErlang mixture distributionCramér-Lundberg risk model

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Recurrences (11B37) Risk models (general) (91B05)

Cites Work

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Cited In (4)

• On a function-theoretic ruin problem
• Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
• Multiseasonal discrete-time risk model revisited
• Ruin probabilities as recurrence sequences in a discrete-time risk process

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