On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property

DOI10.1080/03610926.2022.2093910OpenAlexW4285091895MaRDI QIDQ6118239

Abouzar Bazyari

Publication date: 23 February 2024

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2093910

zbMATH Keywords

ruin probabilitycompound binomial risk modeltruncated generalized Poisson distributiongeneralized dual risk model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Markov processes (60J99)

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