An insensitivity property of the ruin probability (Q4728071): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1409831 |
||
Property / author | |||
Property / author: Thomas Björk / rank | |||
Revision as of 16:28, 27 February 2024
scientific article; zbMATH DE number 4003318
Language | Label | Description | Also known as |
---|---|---|---|
English | An insensitivity property of the ruin probability |
scientific article; zbMATH DE number 4003318 |
Statements
An insensitivity property of the ruin probability (English)
0 references
1985
0 references
classical ruin probability problem
0 references
stationary point process
0 references
invariance property
0 references
probability of ruin
0 references
risk theory
0 references