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Probabilistic approach to risk processes with level-dependent premium rate - MaRDI portal

Probabilistic approach to risk processes with level-dependent premium rate (Q6607490)

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scientific article; zbMATH DE number 7915304
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English
Probabilistic approach to risk processes with level-dependent premium rate
scientific article; zbMATH DE number 7915304

    Statements

    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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