An insensitivity property of the ruin probability (Q4728071): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.1985.10413787 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1987993629 / rank | |||
Normal rank | |||
Revision as of 20:51, 19 March 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
