On the Probability of (Non-) Ruin in Infinite Time (Q2759551): Difference between revisions
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Property / author: Claude Lefèvre / 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/10.1080/03461230152592782 / rank | |||
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Property / OpenAlex ID: W2136654864 / rank | |||
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Property / cites work: Q3868650 / rank | |||
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Property / cites work: Mathematical fun with ruin theory / rank | |||
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Property / cites work: The moments of ruin time in the classical risk model with discrete claim size distribution / rank | |||
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Property / cites work: Ruin probability by operational calculus / rank | |||
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Latest revision as of 21:47, 3 June 2024
scientific article
Language | Label | Description | Also known as |
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English | On the Probability of (Non-) Ruin in Infinite Time |
scientific article |
Statements
On the Probability of (Non-) Ruin in Infinite Time (English)
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12 December 2001
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nonlinear premium process
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compound Poisson process
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integer-valued claims
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generalized Appell polynomials
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