An improved finite-time ruin probability formula and its \(Mathematica\) implementation. (Q1413294): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Two-Sided Bounds for the Finite Time Probability of Ruin / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The probability of ruin in finite time with discrete claim size distribution / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-6687(01)00078-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2062986415 / rank | |||
Normal rank | |||
Latest revision as of 10:33, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An improved finite-time ruin probability formula and its \(Mathematica\) implementation. |
scientific article |
Statements
An improved finite-time ruin probability formula and its \(Mathematica\) implementation. (English)
0 references
16 November 2003
0 references
Finite-time ruin probability
0 references
Discrete
0 references
dependent
0 references
individual claims
0 references
Arbitrary premium income function
0 references
