Ruin probability for discrete risk processes

DOI10.1556/012.2019.56.4.1441zbMath1449.60008arXiv1709.02137OpenAlexW2996532786MaRDI QIDQ5211023

Ivana Geček Tuđen

Publication date: 17 January 2020

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.02137

zbMATH Keywords

ruin probabilitylevel crossingballot theoremPollaczek-Khinchine formulaskip-free random walkKemperman formula

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05) Generalized stochastic processes (60G20) Actuarial mathematics (91G05)

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