Two-Sided Bounds for the Finite Time Probability of Ruin (Q2703235): Difference between revisions
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| Property / author: Zvetan G. Ignatov / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/034612300750066728 / rank | |||
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| Property / OpenAlex ID: W2167888856 / rank | |||
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| Property / cites work: Q5751343 / rank | |||
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| Property / cites work: Multivariate splines: a probabilistic perspective / rank | |||
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| Property / cites work: Q5592832 / rank | |||
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Latest revision as of 15:26, 3 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Sided Bounds for the Finite Time Probability of Ruin |
scientific article |
Statements
Two-Sided Bounds for the Finite Time Probability of Ruin (English)
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1 March 2001
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\(B\)-splines
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Dirichlet distribution
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ruin probability
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risk reserve process
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