A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973): Difference between revisions
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Revision as of 02:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model |
scientific article |
Statements
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (English)
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21 December 2015
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compound Poisson model
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ultimate ruin probability
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natural exponential families with quadratic variance functions
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orthogonal polynomials
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gamma series expansion
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Laplace transform inversion
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