Ruin problems and dual events (Q1329415): Difference between revisions

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Property / author: Alfredo D. Egídio dos Reis / rank
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Property / author: Alfredo D. Egídio dos Reis / rank
 
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Property / full work available at URL: https://doi.org/10.1016/0167-6687(94)00005-0 / rank
 
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Property / OpenAlex ID: W2070427918 / rank
 
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Property / cites work: Approximations to ruin probability in the presence of an upper absorbing barrier / rank
 
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Property / cites work
 
Property / cites work: On the distribution of the surplus prior to ruin / rank
 
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Property / cites work
 
Property / cites work: The surpluses immediately before and at ruin, and the amount of the claim causing ruin / rank
 
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Property / cites work: Q5512461 / rank
 
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Latest revision as of 15:49, 22 May 2024

scientific article
Language Label Description Also known as
English
Ruin problems and dual events
scientific article

    Statements

    Ruin problems and dual events (English)
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    22 August 1994
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    probability of ruin
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    dual events
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    surplus immediately prior to ruin
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    joint density
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    severity of ruin
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    Identifiers