Some mathematical properties of the premium function and ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes

DOI10.1007/s13160-024-00656-4MaRDI QIDQ6614955

Masashi Tomita, Motokazu Ishizaka, Koichiro Takaoka

Publication date: 8 October 2024

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

ruin probabilityconditional distributionmixed Poisson processCramér-Lundberg modelvarying insurance premium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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