Ruin probability in the delayed renewal risk model perturbed by a diffusion process
Franck Adékambi and Essodina Takouda
| Year of publication: |
2021
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|---|---|
| Authors: | Adékambi, Franck ; Takouda, Essodina |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 8.2021, 3/4, p. 127-144
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| Subject: | Ruin theory | delay Poisson risk process | renewal equation | convolution formula | diffusion process | mixed exponential distribution | Risiko | Risk | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics | Finanzmathematik | Mathematical finance | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3233/RDA-202066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013173245