Ruin probability for merged risk processes with correlated arrivals

DOI10.1007/978-3-031-17820-7_2OpenAlexW4318060163MaRDI QIDQ6153201

Mohammad Jamsher Ali, Kalev Pärna

Publication date: 16 March 2024

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-17820-7_2

zbMATH Keywords

ruin probabilityPoisson processPoisson risk process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Risk models (general) (91B05)

Cites Work

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