Parisian ruin probability - the De Vylder type approximation (Q5062353): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:49, 8 February 2024
scientific article; zbMATH DE number 7490576
Language | Label | Description | Also known as |
---|---|---|---|
English | Parisian ruin probability - the De Vylder type approximation |
scientific article; zbMATH DE number 7490576 |
Statements
Parisian ruin probability - the De Vylder type approximation (English)
0 references
15 March 2022
0 references
risk process
0 references
Parisian ruin
0 references
De Vylder approximation
0 references
lognormal distribution
0 references