Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (Q1122285): Difference between revisions

From MaRDI portal
m rollbackEdits.php mass rollback
Tag: Rollback
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0167-6687(88)90085-6 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2075870689 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3026011 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A series for infinite time ruin probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The poisson-exponential model and the Non-Central Chi-squared distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: The probability and severity of ruin for combinations of exponential claim amount distributions and their translations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5512461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4195757 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical fun with ruin theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the relationship between the Poisson-exponential model and the non-central chi-squared distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5729630 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5339835 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3900799 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3713481 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5592832 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4167462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3805613 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convolution of uniform distributions and ruin probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calculation of the probability of eventual ruin by Beekman's convolution series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5583504 / rank
 
Normal rank

Latest revision as of 15:48, 19 June 2024

scientific article
Language Label Description Also known as
English
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
scientific article

    Statements

    Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (English)
    0 references
    0 references
    1988
    0 references
    0 references
    gamma distribution
    0 references
    confluent hypergeometric function
    0 references
    storage theory
    0 references
    probability of ultimate ruin
    0 references
    series expansions
    0 references
    ruin probabilities
    0 references
    continuous uniform claim sizes
    0 references
    tail probabilities
    0 references
    0 references