The ruin problem for mixed poisson risk processes
From MaRDI portal
Recommendations
Cites work
- How to calculate ruin probabilities according to the classical risk theory
- scientific article; zbMATH DE number 3976188 (Why is no real title available?)
- scientific article; zbMATH DE number 3251076 (Why is no real title available?)
- scientific article; zbMATH DE number 3312403 (Why is no real title available?)
- Ruin probabilities prepared for numerical calculation
- The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
- The Time Dependence of a Single-Server Queue with Poisson Input and General Service Times
Cited in
(8)- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
- The ruin probability in risk process
- On the De Vylder and Goovaerts conjecture about ruin for equalized claims
- scientific article; zbMATH DE number 4066073 (Why is no real title available?)
- scientific article; zbMATH DE number 5584781 (Why is no real title available?)
- Ruin problem for a generalized Poisson process with reflection
- On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes
- Mixed Poisson processes and the probability of ruin
This page was built for publication: The ruin problem for mixed poisson risk processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3326684)