A link between wave governed random motions and ruin processes

DOI10.1016/j.insmatheco.2004.07.014zbMath1103.91045OpenAlexW2011813431MaRDI QIDQ704404

Didier Rullière, Christian Mazza

Publication date: 13 January 2005

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.07.014

zbMATH Keywords

telegraph equationnegative risk sumsnon-Poissonian ruinrenewal modelswave-governed random motions

Mathematics Subject Classification ID

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Cites Work

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• Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
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• Aspects of risk theory
• A stochastic model related to the telegrapher's equation
• Non-Poissonian claims' arrivals and calculation of the probability of ruin
• Properties of the telegrapher's random process with or without a trap
• On random motions with velocities alternating at Erlang-distributed random times
• A Generalization of the Ballot Problem and its Application in the Theory of Queues
• Combinatorial and analytic methods in the theory of queues
• On prices' evolutions based on geometric telegrapher's process

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