Ruin probabilities and the ruin time distribution

zbMath1311.60099MaRDI QIDQ378500

Carlos G. Pacheco-González

Publication date: 11 November 2013

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

Volterra integral equationruin probabilityrenewal modelCramér-Lundberg modeldiscounted risk processruin time distribution

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Volterra integral equations (45D05) Renewal theory (60K05)