Ruin probability in the continuous-time compound binomial model (Q882856): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.02.005 / rank | |||
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| Property / cites work: Discounted probabilities and ruin theory in the compound binomial model / rank | |||
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| Property / cites work: Ruin probabilities in the compound binomial model / rank | |||
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Latest revision as of 19:59, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability in the continuous-time compound binomial model |
scientific article |
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Ruin probability in the continuous-time compound binomial model (English)
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24 May 2007
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continuous-time compound binomial model
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Piecewise deterministic Markov process (PDMP)
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Ruin probability
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Lundberg bounds
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Cramér-Lundberg approximations
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