The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process
type: Item
instance of: scholarly article
title: The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process
zbMATH Open document ID: 1241.91063
DOI: 10.1080/03610926.2010.513789
author: Jiangyan Peng
author: Jin Huang
author: Dingcheng Wang
publication date: 2012-06-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6047745
zbMATH Keywords: asymptotics
zbMATH Keywords: constant interest rate
zbMATH Keywords: discrete time risk model
zbMATH Keywords: Lundberg inequality
zbMATH Keywords: one-sided linear model
zbMATH Keywords: ruin probability
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2010.513789
OpenAlex ID: W2070793966
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published in: Communications in Statistics. Theory and Methods
description: scientific article; zbMATH DE number 6047745