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• W2796003845 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." @default.
• W2796003845 created "2018-04-13" @default.
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• W2796003845 date "2018-01-01" @default.
• W2796003845 modified "2023-09-26" @default.
• W2796003845 title "Computational Analysis of the GI/G/1 Risk Process Using Roots" @default.
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• W2796003845 doi "https://doi.org/10.1007/978-981-10-7814-9_6" @default.
• W2796003845 hasPublicationYear "2018" @default.
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