On the accuracy of phase-type approximations of heavy-tailed risk models (Q4576866): Difference between revisions
From MaRDI portal
Latest revision as of 02:02, 16 July 2024
scientific article; zbMATH DE number 6901175
Language | Label | Description | Also known as |
---|---|---|---|
English | On the accuracy of phase-type approximations of heavy-tailed risk models |
scientific article; zbMATH DE number 6901175 |
Statements
On the accuracy of phase-type approximations of heavy-tailed risk models (English)
0 references
11 July 2018
0 references
ruin probability
0 references
heavy-tailed claim sizes
0 references
completely monotone distribution
0 references
spectral function
0 references
hyperexponential distribution
0 references
error bounds
0 references
0 references
0 references
0 references
0 references