On the distribution of the claim causing ruin (Q689579): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(93)90824-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2035764996 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Recursive calculation of finite-time ruin probabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the distribution of the surplus prior to ruin / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The surpluses immediately before and at ruin, and the amount of the claim causing ruin / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3868650 / rank | |||
Normal rank | |||
Latest revision as of 10:41, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the claim causing ruin |
scientific article |
Statements
On the distribution of the claim causing ruin (English)
0 references
12 December 1993
0 references
probability of ruin
0 references
surplus prior to ruin
0 references
numerical examples
0 references
tables
0 references
claim causing ruin
0 references
compound Poisson process
0 references
initial surplus
0 references
discrete time risk model
0 references
recursive method
0 references
