A remark on survival probabilities for a weighted poisson process

Authors
Goovaerts, J. M.
Citation
M. Goovaerts, J., A remark on survival probabilities for a weighted poisson process, Scandinavian actuarial journal , 1982(3-4), 1982, pp. 211-215
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1982
Issue
3-4
Year of publication
1982
Pages
211 - 215
Database
ACNP
SICI code
Abstract
In 1961 Prabhu derived the to-day classical integral equation for the probability of non-ruin. In several contributions H. Seal stated that this equation also holds in certain cases when the claim process has not independent increments. In the present paper a counterexample of some generality is given.