The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims (Q5079815)
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scientific article; zbMATH DE number 7533573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims |
scientific article; zbMATH DE number 7533573 |
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The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims (English)
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30 May 2022
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conditionally independent
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nonhomogeneous Poisson process
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subexponential distributions
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finite-time ruin probabilities
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randomly weighted sums
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