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A risk model with bivariate Pólya-Aeppli counting process
2022
AIP Conference Proceedings
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In this paper we introduce the bivariate Pólya-Aeppli process (BPAP) as a birth process. Then we consider the bivariate risk model with BPAP counting process. The ruin probability is discussed. In the case of exponentially distributed claims we derive partial differential equation for non-ruin probability and discuss the solution and properties.
doi:10.1063/5.0100711
fatcat:pmorzd6hajcz7mgv2y4i66gerq