A note on the net profit condition for discrete and classical risk models

DOI10.1007/s10986-015-9292-xzbMath1403.91193OpenAlexW2211184796MaRDI QIDQ904327

Julius Damarackas, Jonas Šiaulys

Publication date: 13 January 2016

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

Full work available at URL: https://doi.org/10.1007/s10986-015-9292-x

zbMATH Keywords

ruin probabilityclassical risk modeldiscrete-time risk modelnet profit conditionSilverman-Toeplitz theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (2)

Unnamed Item ⋮ Approximations of the ruin probability in a discrete time risk model

Cites Work

• Bi-seasonal discrete time risk model
• Ruin probabilities in the compound binomial model
• Non-life insurance mathematics. An introduction with the Poisson process
• Aspects of risk theory
• Applied Probability and Queues
• Nonlife Actuarial Models
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