Ruin probability in the continuous-time compound binomial model (Q882856): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| 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
