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scientific article; zbMATH DE number 2075772 - MaRDI portal

scientific article; zbMATH DE number 2075772

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Publication:4470810

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zbMath1041.60045MaRDI QIDQ4470810

Baiqi Miao, Tao Jiang

Publication date: 18 June 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener process ruin probability risk model light-tailed distribution compound mixed Poisson process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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