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- W4287718747 abstract "In the present paper the change of measures technique for compound mixed renewal processes, developed in Tzaninis & Macheras [24], is applied to the ruin problem in order to compute the ruin probability and to find upper and lower bounds for it." @default.
- W4287718747 created "2022-07-26" @default.
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- W4287718747 date "2020-07-15" @default.
- W4287718747 modified "2023-09-27" @default.
- W4287718747 title "Applications of a change of measures technique for compound mixed renewal processes to the ruin problem" @default.
- W4287718747 doi "https://doi.org/10.48550/arxiv.2007.09266" @default.
- W4287718747 hasPublicationYear "2020" @default.
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