Approximations to ruin probability in the presence of an upper absorbing barrier (Q3707220): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.1984.10413758 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2058640363 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Ruin Problem of Collective Risk Theory / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4167462 / rank | |||
Normal rank | |||
Latest revision as of 09:44, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations to ruin probability in the presence of an upper absorbing barrier |
scientific article |
Statements
Approximations to ruin probability in the presence of an upper absorbing barrier (English)
0 references
1984
0 references
exact solutions for ruin probabilities
0 references
absorbing upper barrier
0 references
embedded Markov chain
0 references
numerical approximations
0 references
