Ruin probability in the continuous-time compound binomial model (Q882856): Difference between revisions
From MaRDI portal
Set profile property. |
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/j.insmatheco.2005.02.005 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2021830296 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Discounted probabilities and ruin theory in the compound binomial model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4230625 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Ruin probabilities in the compound binomial model / rank | |||
Normal rank |
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 |
Statements
Ruin probability in the continuous-time compound binomial model (English)
0 references
24 May 2007
0 references
continuous-time compound binomial model
0 references
Piecewise deterministic Markov process (PDMP)
0 references
Ruin probability
0 references
Lundberg bounds
0 references
Cramér-Lundberg approximations
0 references