Finite-time ruin probability in the inhomogeneous claim case

DOI10.1007/s10986-010-9084-2zbMath1203.91111MaRDI QIDQ619331

Jonas Šiaulys, K. Blaževičius, E. Bieliauskienė

Publication date: 24 January 2011

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-010-9084-2

zbMATH Keywords

finite-time ruin probability; discrete-time risk model; inhomogeneous claims

Mathematics Subject Classification ID

Related Items

RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS, On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims, Gerber–Shiu function for the discrete inhomogeneous claim case, Bi-seasonal discrete time risk model, A Lundberg-type inequality for an inhomogeneous renewal risk model, Ruin probability in the three-seasonal discrete-time risk model, On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues

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