On some measures of the severity of ruin in the classical Poisson model (Q1333587): Difference between revisions
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| Property / cites work: Martingales and insurance risk / rank | |||
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| Property / cites work: On the distribution of the surplus prior to ruin / rank | |||
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| Property / cites work: On the distribution of the claim causing ruin / rank | |||
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| Property / cites work: How long is the surplus below zero? / rank | |||
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| Property / cites work: The surpluses immediately before and at ruin, and the amount of the claim causing ruin / rank | |||
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| Property / cites work: Q5621248 / rank | |||
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| Property / cites work: Q3868650 / rank | |||
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| Property / cites work: When does the surplus reach a given target? / rank | |||
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Latest revision as of 16:51, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some measures of the severity of ruin in the classical Poisson model |
scientific article |
Statements
On some measures of the severity of ruin in the classical Poisson model (English)
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15 September 1994
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collective risk theory
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martingales
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Poisson model
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ruin of an insurance company
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duration of ruin
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maximal severity of ruin
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cost of recovery
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