The probability of ruin for the inverse Gaussian and related processes (Q2366048): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-6687(93)90995-2 / rank | |||
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Latest revision as of 17:07, 17 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The probability of ruin for the inverse Gaussian and related processes |
scientific article |
Statements
The probability of ruin for the inverse Gaussian and related processes (English)
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29 June 1993
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adjustment coefficient
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extensive numerical results
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aggregate claims processes
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gamma process
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inverse Gaussian process
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compound Poisson process
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one-parameter family of stochastic processes
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probability of ruin
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