engleski

Intersections of two ruin probability functions

In this paper we study intersections of ruin probability functions for two risk models. The number of intersection points is determined for some of the most widely used models. It is also shown that there exist risk processes with ruin probability functions intersectiong in an arbitrary large number of points.

risk processes; spectrally negative Levy process; ruin probability; scale function; Mittag-Leffler function

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