Some inequalities for the risk function in the time and space nonhomogeneous Cramér–Lundberg risk model

DOI10.1090/TPMS/1074zbMath1418.91244OpenAlexW2969221228MaRDI QIDQ5230221

N. V. Kartashov, Vitaliy Golomoziy

Publication date: 21 August 2019

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1074

zbMATH Keywords

ruin probabilityCramér-Lundberg risk modeltime and space nonhomogeneous Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Cites Work

• Markov chains and stochastic stability
• Aspects of risk theory
• Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis
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