Ruin probability for renewal risk models with neutral net profit condition
In ruin theory, the net profit condition intuitively means that the sizes of the incurred random claims are on average less than the premiums gained between the successive interoccurrence times. The breach of the net profit condition causes guaranteed ruin in few but simple cases when both the clai...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2023-10-01
|
| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/nonlinear-analysis/article/view/33507 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|