Autors: Lazarova, M. D., L. Minkova.
Title: A risk model with bivariate Polya-Aeppli counting process
Keywords: bivariate Polya-Aeppli process, birth process

Abstract: 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.



    , vol. 2505, issue 1000, pp. 100003-1--100003-9, 2022, United States, AIP Publishing,

    Copyright AIP Conference Proceeding, 47-th International Conference "Applications of Mathematics in Engineering and Economics"(AMEE '21), Sozopol, Bulgaria, 7-13 June 2021

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