On the Density and Moments of the Time of Ruin with Exponential Claims (Q4661670): Difference between revisions

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Revision as of 17:49, 5 March 2024

scientific article; zbMATH DE number 2149131
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English
On the Density and Moments of the Time of Ruin with Exponential Claims
scientific article; zbMATH DE number 2149131

    Statements

    On the Density and Moments of the Time of Ruin with Exponential Claims (English)
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    30 March 2005
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    Laplace transform
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    Bessel function
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    Gauss hypergeometric series
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    Gerber-Shiu equation
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    compound geometric tail
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    ruin probabiltiy
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