Recursive calculation of the probability and severity of ruin (Q1824337): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 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/10.1016/0167-6687(89)90028-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2017071243 / 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: Q5734004 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:57, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive calculation of the probability and severity of ruin |
scientific article |
Statements
Recursive calculation of the probability and severity of ruin (English)
0 references
1989
0 references
probability of ruin
0 references
severity of ruin
0 references
exponential distributions
0 references
survival probability
0 references
collective risk theory
0 references
claim amount distribution
0 references
gamma distributions
0 references
recursive method
0 references
