Distribution of deficit at ruin for a PDMP insurance risk model (Q1432871)
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scientific article; zbMATH DE number 2076962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of deficit at ruin for a PDMP insurance risk model |
scientific article; zbMATH DE number 2076962 |
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Distribution of deficit at ruin for a PDMP insurance risk model (English)
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22 June 2004
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The authors derive an integro differential equation for the distribution of the deficit at ruin for the risk process described by a piecewise deterministic Markov process. For some choices of the claim amount distribution explicit expressions are obtained this way.
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