On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes

Masashi Tomita, Koichiro Takaoka, Motokazu Ishizaka. On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes. J. Applied Probability, 59(3):849-859, 2022. [doi]

Abstract

Abstract is missing.