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Please use this identifier to cite or link to this item: http://idr.iitbbs.ac.in/jspui/handle/2008/2049
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dc.contributor.authorPanda G.en_US
dc.contributor.authorBanik A.D.en_US
dc.contributor.authorChaudhry M.L.en_US
dc.date.accessioned2020-01-13T12:13:12Z-
dc.date.available2020-01-13T12:13:12Z-
dc.date.issued2018-
dc.identifier.urihttp://dx.doi.org/10.1007/978-981-10-7814-9_6-
dc.identifier.urihttp://10.10.32.48:8080/jspui/handle/2008/2049-
dc.description.abstractIn 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.isoenen_US
dc.subjectDeficit at the time of ruinen_US
dc.subjectDualityen_US
dc.subjectGI/G/1 queueen_US
dc.subjectPad� approximationen_US
dc.subjectRisk processesen_US
dc.subjectRuin probabilityen_US
dc.subjectTime to ruinen_US
dc.titleComputational analysis of the GI/G/1 risk process using rootsen_US
dc.typeConference Paperen_US
Appears in Collections:Research Publications

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