Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915): Difference between revisions

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Latest revision as of 02:18, 16 July 2024

scientific article; zbMATH DE number 6901691
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English
Calculation of ruin probabilities for a dense class of heavy tailed distributions
scientific article; zbMATH DE number 6901691

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    Calculation of ruin probabilities for a dense class of heavy tailed distributions (English)
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    11 July 2018
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    heavy tails
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    phase-type distributions
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    ruin probability
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