Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092): Difference between revisions

@@ Property / author @@
-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
-Normal rank
@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6653204
@@ Property / zbMATH DE Number: 6653204 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk model
@@ Property / zbMATH Keywords: risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+survival probability
@@ Property / zbMATH Keywords: survival probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exponential bound
@@ Property / zbMATH Keywords: exponential bound / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+De Vylder approximation
@@ Property / zbMATH Keywords: De Vylder approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo method
@@ Property / zbMATH Keywords: Monte Carlo method / rank @@
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+MaRDI publication profile
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@@ Property / arXiv ID: 1503.05383 / rank @@
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+Q4442928
@@ Property / cites work: Q4442928 / rank @@
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@@ Property / cites work @@
+Q4404211
@@ Property / cites work: Q4404211 / rank @@
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@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Simple approximations of ruin probabilities
@@ Property / cites work: Simple approximations of ruin probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Probability Inequalities for Sums of Bounded Random Variables
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3106531081
@@ Property / OpenAlex ID: W3106531081 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:341092