A surplus process involving a compound Poisson counting process and applications
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DOI: 10.1080/03610926.2019.1586942
Abstract: Abstract In this paper, we introduce a surplus process involving a compound Poisson counting process, which is a generalization of the classical ruin model where the claim-counting process is a homogeneous Poisson process. The incentive… read more here.
Keywords: process involving; surplus process; counting process; poisson ... See more keywords