Open AccessRuin Probability in a Compound Poisson Risk Model with a Two-Step Premium Rule
Author(s) -
송미정,
Jiyeon Lee
Publication year - 2011
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2011.18.4.433
Subject(s) - ruin theory , poisson distribution , compound poisson process , risk model , mathematics , zero inflated model , compound poisson distribution , exponential function , probability model , exponential distribution , poisson process , poisson regression , queueing theory , statistics , econometrics , mathematical analysis , population , demography , sociology