Pregled bibliografske jedinice broj: 540311
Intersections of two ruin probability functions
Intersections of two ruin probability functions // Mathematical communications, 16 (2011), 1; 49-65 (međunarodna recenzija, članak, znanstveni)
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Naslov
Intersections of two ruin probability functions
Autori
Slijepčević-Manger Tatjana
Izvornik
Mathematical communications (1331-0623) 16
(2011), 1;
49-65
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
risk processes; spectrally negative Levy process; ruin probability; scale function; Mittag-Leffler function
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- SCIE
