The non-ruin probability for the risk reserve process with exponential type claims

DOI10.11650/TWJM/1500405512zbMath1180.37011OpenAlexW4240284649MaRDI QIDQ730670

Ayumi Kishikawa, Makoto Doi

Publication date: 12 October 2009

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/twjm/1500405512

zbMATH Keywords

non-ruin probabilityexponential claim sizerisk reserve processskeleton process

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Applications of functional analysis in probability theory and statistics (46N30)

This page was built for publication: The non-ruin probability for the risk reserve process with exponential type claims