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The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims - MaRDI portal

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
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English
The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims
scientific article; zbMATH DE number 7533573

    Statements

    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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