On the infinite-horizon probability of (non)ruin for integer-valued claims
Work
Year: 2006
Type: article
Abstract: We consider a compound Poisson process whose jumps are modelled as a sequence of positive, integer-valued, dependent random variables, W 1 , W 2 ,…, viewed as insurance claim amounts. The number of po... more
Source: Journal of Applied Probability
Institution City, University of London
Cites: 11
Cited by: 9
Related to: 10
FWCI: 0.381
Citation percentile (by year/subfield): 75.73
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal No poverty
Open Access status: bronze