Mixed Poisson processes and the probability of ruin

DOI10.1016/0167-6687(84)90061-1zbMath0541.62096OpenAlexW2035670350MaRDI QIDQ794383

Hilary L. Seal, Hans U. Gerber

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90061-1

zbMATH Keywords

mixed Poisson processprobability of ruindistribution function of aggregate claims

Mathematics Subject Classification ID

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

Cites Work

• A remark on survival probabilities for a weighted poisson process
• Unnamed Item
• Unnamed Item

This page was built for publication: Mixed Poisson processes and the probability of ruin