On some measures of the severity of ruin in the classical Poisson model (Q1333587): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some measures of the severity of ruin in the classical Poisson model |
scientific article |
Statements
On some measures of the severity of ruin in the classical Poisson model (English)
0 references
15 September 1994
0 references
collective risk theory
0 references
martingales
0 references
Poisson model
0 references
ruin of an insurance company
0 references
duration of ruin
0 references
maximal severity of ruin
0 references
cost of recovery
0 references
