Ruin problems and dual events (Q1329415): Difference between revisions
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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: On the distribution of the surplus prior to ruin / rank | |||
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| 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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