An insurance risk process with a generalized income process: a solvency analysis
type: Item
instance of: scholarly article
title: An insurance risk process with a generalized income process: a solvency analysis
zbMATH Open document ID: 1466.91272
author: Zijia Wang
author: David Landriault
author: Shu Li
published in: Insurance Mathematics \& Economics
publication date: 2021-06-21T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 7361404
zbMATH Keywords: Sparre Andersen risk model
zbMATH Keywords: stochastic income process
zbMATH Keywords: joint distributions
zbMATH Keywords: subordinators
zbMATH Keywords: varying premium rates
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.02.005
OpenAlex ID: W3135449564
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DOI: 10.1016/J.INSMATHECO.2021.02.005
description: scientific article; zbMATH DE number 7361404