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

DOI10.11650/TWJM/1500405512zbMATH Open1180.37011OpenAlexW4240284649MaRDI QIDQ730670FDOQ730670

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

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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)

Cited In (3)

• Title not available (Why is that?)
• 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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