Please use this identifier to cite or link to this item:
http://idr.iitbbs.ac.in/jspui/handle/2008/2049Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Panda G. | en_US |
| dc.contributor.author | Banik A.D. | en_US |
| dc.contributor.author | Chaudhry M.L. | en_US |
| dc.date.accessioned | 2020-01-13T12:13:12Z | - |
| dc.date.available | 2020-01-13T12:13:12Z | - |
| dc.date.issued | 2018 | - |
| dc.identifier.uri | http://dx.doi.org/10.1007/978-981-10-7814-9_6 | - |
| dc.identifier.uri | http://10.10.32.48:8080/jspui/handle/2008/2049 | - |
| dc.description.abstract | In this paper, we analyze an insurance risk model wherein the arrival of claims and their sizes occur as renewal processes. Using the duality relation in queueing theory and roots method, we derive closed-form expressions for the ultimate ruin probability, the distribution of the deficit at the time of ruin, and the expected time to ruin in terms of the roots of the characteristic equation. Finally, some numerical computations are portrayed with the help of tables. � 2018, Springer Nature Singapore Pte Ltd. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Deficit at the time of ruin | en_US |
| dc.subject | Duality | en_US |
| dc.subject | GI/G/1 queue | en_US |
| dc.subject | Pad� approximation | en_US |
| dc.subject | Risk processes | en_US |
| dc.subject | Ruin probability | en_US |
| dc.subject | Time to ruin | en_US |
| dc.title | Computational analysis of the GI/G/1 risk process using roots | en_US |
| dc.type | Conference Paper | en_US |
| Appears in Collections: | Research Publications | |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.