Risk process with random income (Q1781715)
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scientific article; zbMATH DE number 2183331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk process with random income |
scientific article; zbMATH DE number 2183331 |
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Risk process with random income (English)
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28 June 2005
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Consider the ``classical risk process'' model of an insurance company that describes the dynamics of its reserve/surplus. The author deals with some results and extensions of this model, in which the risk process has a random income.
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