A remark on the moments of ruin time in classical risk theory (Q809532): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q255488
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Freddy Delbaen / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0167-6687(90)90023-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2018297446 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inversed martingales in risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales in Markov processes applied to risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Theorem of Hsu and Robbins / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remark on my Paper "On a Theorem of Hsu and Robbins" / rank
 
Normal rank
Property / cites work
 
Property / cites work: Complete Convergence and the Law of Large Numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Probability in the Tail of a Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5592832 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Combinatorial Lemma and Its Application to Probability Theory / rank
 
Normal rank

Latest revision as of 09:05, 24 June 2024

scientific article
Language Label Description Also known as
English
A remark on the moments of ruin time in classical risk theory
scientific article

    Statements

    A remark on the moments of ruin time in classical risk theory (English)
    0 references
    1990
    0 references
    p th moment of the ruin time
    0 references
    classical risk process
    0 references
    \((p+1)th\) moment of the claim size
    0 references
    law of large numbers
    0 references
    fractional derivatives in Laplace transforms
    0 references
    compound Poisson process
    0 references
    0 references

    Identifiers