On finite-time ruin probabilities for classical risk models (Q3608235): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q342918 |
Changed an Item |
||
| Property / author | |||
| Property / author: Claude Lefèvre / rank | |||
Normal rank | |||
Revision as of 07:18, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On finite-time ruin probabilities for classical risk models |
scientific article |
Statements
On finite-time ruin probabilities for classical risk models (English)
0 references
28 February 2009
0 references
ruin probability
0 references
finite and infinite horizon
0 references
compound binomial model
0 references
compound Poisson model
0 references
ballot theorem
0 references
pseudo-distributions
0 references
Solvency II
0 references
value-at-risk
0 references
