Ruin probabilities in the risk process with random income

DOI10.1007/s10255-005-5141-8zbMath1151.91562OpenAlexW2053116260MaRDI QIDQ942870

Zhen-Hua Bao, Zhong-Xing Ye

Publication date: 8 September 2008

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-005-5141-8

zbMATH Keywords

ruin probabilitydefective renewal equationbeekman convolution formulazero-truncated geometric distribution

Mathematics Subject Classification ID

Related Items (2)

Unnamed Item ⋮ On a class of stochastic models with two-sided jumps

Cites Work

• The expected discounted penalty at ruin in the risk process with random income
• Aspects of risk theory
• Risk process with random income
• Unnamed Item
• Unnamed Item

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