On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (Q2514605): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:26, 5 March 2024
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 |
Statements
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes (English)
0 references
3 February 2015
0 references
Pollaczek-Khinchine formula
0 references
incomplete information
0 references
matrix exponential distributions
0 references
Padé approximation
0 references
perturbed Cramér-Lundberg process
0 references
De Vylder's approximation
0 references
