Ruin probability in the continuous-time compound binomial model
type: Item
instance of: scholarly article
title: Ruin probability in the continuous-time compound binomial model
zbMATH Open document ID: 1110.62146
author: Guoxin Liu
author: Ying Wang
author: Bei Zhang
published in: Insurance Mathematics \& Economics
publication date: 2007-05-24T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 5156965
zbMATH Keywords: continuous-time compound binomial model
zbMATH Keywords: Piecewise deterministic Markov process (PDMP)
zbMATH Keywords: Ruin probability
zbMATH Keywords: Lundberg bounds
zbMATH Keywords: Cramér-Lundberg approximations
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.02.005
OpenAlex ID: W2021830296
cites work: Discounted probabilities and ruin theory in the compound binomial model
cites work: Q4230625
cites work: Ruin probabilities in the compound binomial model
DOI: 10.1016/J.INSMATHECO.2005.02.005
description: scientific article; zbMATH DE number 5156965