Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion (Q429991): Difference between revisions

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+https://doi.org/10.1007/s11009-010-9185-8
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+W2077418286
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+Simple approximations of ruin probabilities
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+A remark on the moments of ruin time in classical risk theory
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+Lundberg-type bounds and asymptotics for the moments of the time to ruin
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+Symbolic calculation of the moments of the time of ruin.
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+The moments of ruin time in the classical risk model with discrete claim size distribution
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