An insensitivity property of the ruin probability (Q4728071): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/03461238.1985.10413787 / rank | |||
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| Property / OpenAlex ID: W1987993629 / rank | |||
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| Property / cites work: Q5624436 / rank | |||
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| Property / cites work: Stationarity aspects of the sparre andersen risk process and the corresponding ruin probabilitles / rank | |||
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Latest revision as of 18:50, 17 June 2024
scientific article; zbMATH DE number 4003318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An insensitivity property of the ruin probability |
scientific article; zbMATH DE number 4003318 |
Statements
An insensitivity property of the ruin probability (English)
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1985
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classical ruin probability problem
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stationary point process
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invariance property
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probability of ruin
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risk theory
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