Sharp approximations of ruin probabilities in the discrete time models (Q2868613): Difference between revisions

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Latest revision as of 03:45, 7 July 2024

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Sharp approximations of ruin probabilities in the discrete time models
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    Sharp approximations of ruin probabilities in the discrete time models (English)
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    17 December 2013
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    discrete-time risk models
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    ruin probabilities
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    approximations
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    integral operator generated by a risk process
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    theory of fixed points
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    risk management based on internal models
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    Solvency II
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