The Density of the Time to Ruin in the Classical Poisson Risk Model (Q5490578): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / cites work | |||
| Property / cites work: Erlangian Approximations for Finite-Horizon Ruin Probabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Distribution of the time to Ruin in the Classical Risk Model / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2143/ast.35.1.583165 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4234034195 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:30, 30 July 2024
scientific article; zbMATH DE number 5060042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Density of the Time to Ruin in the Classical Poisson Risk Model |
scientific article; zbMATH DE number 5060042 |
Statements
The Density of the Time to Ruin in the Classical Poisson Risk Model (English)
0 references
4 October 2006
0 references
Lagrange's implicit function theorem
0 references
compound geometric distribution
0 references
mixed Erlang distribution
0 references
finite time ruin
0 references
transient M/G/1 waiting time
0 references
