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The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate - MaRDI portal

The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate (Q5430573)

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scientific article; zbMATH DE number 5220298
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The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate
scientific article; zbMATH DE number 5220298

    Statements

    The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate (English)
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    16 December 2007
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    Cox risk model
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    ruin probability
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    variable premium rate
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    Markov property
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    integral equation
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    Laplace transform
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