The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
type: Item
instance of: scholarly article
title: The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
zbMATH Open document ID: 0543.62092
DOI: 10.1016/0167-6687(84)90052-0
author: Colin M. Ramsay
published in: Insurance Mathematics \& Economics
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 60K20
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 3864357
zbMATH Keywords: asymptotic ruin problem
zbMATH Keywords: healthy and sick periods
zbMATH Keywords: alternating renewal process
zbMATH Keywords: P-solution
zbMATH Keywords: Wiener-Hopf type integral equation
zbMATH Keywords: random walk of partial sums
MaRDI profile type: Publication
full work available at URL: 0167-6687(84)90052-0
OpenAlex ID: W1984199818
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description: scientific article; zbMATH DE number 3864357