Probabilistic approach to risk processes with level-dependent premium rate (Q6607490)
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scientific article; zbMATH DE number 7915304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic approach to risk processes with level-dependent premium rate |
scientific article; zbMATH DE number 7915304 |
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Probabilistic approach to risk processes with level-dependent premium rate (English)
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18 September 2024
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risk process
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Cramér-Lundberg model
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level-dependent premium rate
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heavy-tailed ruin probability
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transient Markov chain
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down-crossing probabilities
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