Open AccessThe finite-time ruin probability for an inhomogeneous renewal risk model
Author(s) -
Emilija Bernackaitė,
Jonas Šiaulys
Publication year - 2016
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016012
Subject(s) - independent and identically distributed random variables , ruin theory , risk model , mathematics , homogeneity (statistics) , renewal theory , first hitting time model , random variable , statistics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom