The non-ruin probability for the risk reserve process with exponential type claims

DOI10.11650/TWJM/1500405512MaRDI QIDQ730670zbMATH OpenOpenAlexFDO

Authors Ayumi Kishikawa, Makoto Doi

Publication date 12 October 2009

Published in Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.11650/twjm/1500405512

zbMATH Keywords

non-ruin probabilityexponential claim sizerisk reserve processskeleton process

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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Cited in

(3)

• scientific article; zbMATH DE number 1516530 (Why is no real title available?)
• Ruin probabilities based at claim instants for some non-Poisson claim processes
• The non-ruin probability for the risk reserve process with Erlang type claims

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