On finite-time ruin probabilities in a generalized dual risk model with dependence

DOI10.1016/j.ejor.2014.10.007zbMath1341.91090OpenAlexW2076070779MaRDI QIDQ726237

Dimitrina S. Dimitrova, Shouqi Zhao, Vladimir K. Kaishev

Publication date: 8 July 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12426/1/On%20finite-time.pdf

zbMATH Keywords

finite-time ruin probabilitycapital allocation(exponential) classical Appell polynomialsalarm timedual (dependent) risk model

Mathematics Subject Classification ID

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