On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes |
scientific article |
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On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (English)
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3 February 2015
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Pollaczek-Khinchine formula
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incomplete information
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matrix exponential distributions
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Padé approximation
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perturbed Cramér-Lundberg process
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De Vylder's approximation
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