The Pólya-Aeppli process and ruin problems

DOI10.1155/S1048953304309032zbMath1127.91037MaRDI QIDQ1769357

Leda D. Minkova

Publication date: 21 March 2005

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53628

zbMATH Keywords

risk processruin probabilityrenewal processPolya-Aeppli distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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