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The Pólya-Aeppli risk model with stochastic premium process and ruin probability.
- Source :
-
AIP Conference Proceedings . 9/26/2022, Vol. 2522 Issue 1, p1-4. 4p. - Publication Year :
- 2022
-
Abstract
- In this paper we define a risk model with stochastic premium process, such that the counting processes are not independent. We consider a special case of bivariate counting process. Then we derive equations for the non-ruin probability in infinite time and analyze the case of exponentially distributed claims. [ABSTRACT FROM AUTHOR]
- Subjects :
- *STOCHASTIC processes
*STOCHASTIC models
*PROBABILITY theory
*EQUATIONS
Subjects
Details
- Language :
- English
- ISSN :
- 0094243X
- Volume :
- 2522
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- AIP Conference Proceedings
- Publication Type :
- Conference
- Accession number :
- 159348328
- Full Text :
- https://doi.org/10.1063/5.0100776