The ruin problem for mixed poisson risk processes

DOI10.1080/03461238.1983.10408337zbMath0539.62111OpenAlexW2111877277MaRDI QIDQ3326684

J. P. Eade

Publication date: 1983

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1983.10408337

zbMATH Keywords

mixed Poisson risk processprobability of ruin over a finite time periodThorin-Wikstad method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• How to calculate ruin probabilities according to the classical risk theory
• Ruin probabilities prepared for numerical calculation
• The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
• The Time Dependence of a Single-Server Queue with Poisson Input and General Service Times