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• W2008166546 abstract "Appell polynomials are known to play a key role in certain first-crossing problems. The present paper considers a rather general insurance risk model where the claim interarrival times are independent and exponentially distributed with different parameters, the successive claim amounts may be dependent and the premium income is an arbitrary deterministic function. It is shown that the non-ruin (or survival) probability over a finite horizon may be expressed in terms of a remarkable family of functions, named pseudopolynomials, that generalize the classical Appell polynomials. The presence of that underlying algebraic structure is exploited to provide a closed formula, almost explicit, for the non-ruin probability." @default.
• W2008166546 created "2016-06-24" @default.
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• W2008166546 date "2014-03-04" @default.
• W2008166546 modified "2023-10-02" @default.
• W2008166546 title "Appell pseudopolynomials and Erlang-type risk models" @default.
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• W2008166546 doi "https://doi.org/10.1080/17442508.2013.872645" @default.
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