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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 352–357
DOI: https://doi.org/10.4213/tvp1470 (Mi tvp1470) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Ruin probability of an insurancecompany in the case where intervals between paymentshave unequal exponential distributions

O. P. Vinogradov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (333 kB) Citations (1)
DOI: https://doi.org/10.4213/tvp1470
Abstract: This paper considers the problem of finding the ruin probability of an insurance company in the case where intervals between payments have unequal exponential distributions and values of payments have identical exponential distributions. As particular cases we consider those where the values of payments are unequally distributed and have Erlang distributions, and also those where the expiration times are order statistics of a sample from the exponential distribution. The results obtained can be applied in the queueing theory.
Keywords: risk theory, queueing theory, ruin probability, two-index sequence.
Received: 22.03.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 337–342
DOI: https://doi.org/10.1137/S0040585X97976970
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: O. P. Vinogradov, “Ruin probability of an insurancecompany in the case where intervals between paymentshave unequal exponential distributions”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 352–357; Theory Probab. Appl., 43:2 (1999), 337–342
Citation in format AMSBIB
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\by O.~P.~Vinogradov
\paper Ruin probability of an insurancecompany in the case where intervals between paymentshave unequal exponential distributions
\jour Teor. Veroyatnost. i Primenen.
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\pages 352--357
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\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 337--342
\crossref{https://doi.org/10.1137/S0040585X97976970}
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  • https://doi.org/10.4213/tvp1470
  • https://www.mathnet.ru/eng/tvp/v43/i2/p352
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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