Corrected normal approximation for the probability of ruin within finite time (Q4322971): Difference between revisions

@@ Property / author @@
+Vsevolod K. Malinovskii
@@ Property / author: Vsevolod K. Malinovskii / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461238.1994.10413938
+Normal rank
@@ Property / OpenAlex ID @@
+W2092651007
@@ Property / OpenAlex ID: W2092651007 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue
+Normal rank
@@ Property / cites work @@
+Approximations for the probability of ruin within finite time
+Normal rank
@@ Property / cites work @@
+Q4097679
@@ Property / cites work: Q4097679 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotic expression for the probability of ruin within finite time
+Normal rank
@@ Property / cites work @@
+Entropy, a useful concept in risk theory
@@ Property / cites work: Entropy, a useful concept in risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
+Normal rank
@@ Property / cites work @@
+Probabilities of ruin
@@ Property / cites work: Probabilities of ruin / rank @@
+Normal rank