The survival probability in finite time period in fully discrete risk model

DOI10.1007/S11766-999-0056-4zbMath0921.62127OpenAlexW131020374MaRDI QIDQ1288288

Biao Wu, Shixue Cheng

Publication date: 5 October 1999

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-999-0056-4

zbMATH Keywords

ruin probabilitysurvival probabilityfinite timecompound binomial modeldiscrete risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cites Work

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• Ruin probabilities in the compound binomial model
• Aspects of risk theory

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