On the probability of ruin for infinitely divisible claim amount distributions (Q1205684): Difference between revisions
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| Property / cites work: Ordering of risks and ruin probabilities / rank | |||
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| Property / cites work: Stop-loss order, unequal means, and more dangerous distributions / rank | |||
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| Property / cites work: Bounds on stop-loss premiums and ruin probabilities / rank | |||
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| Property / cites work: Further use of Shiu's approach to the evaluation of ultimate ruin probabilities / rank | |||
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Revision as of 14:22, 17 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the probability of ruin for infinitely divisible claim amount distributions |
scientific article |
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On the probability of ruin for infinitely divisible claim amount distributions (English)
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1 April 1993
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stop-loss
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gamma distribution
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gamma process
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claim amount distribution
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two parameter family of infinitely divisible distributions
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inverse Gaussian distribution
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probability of ruin
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