Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (Q1122285): Difference between revisions

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Revision as of 18:43, 21 March 2024

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Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
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    Further use of Shiu's approach to the evaluation of ultimate ruin probabilities (English)
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    1988
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    gamma distribution
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    confluent hypergeometric function
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    storage theory
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    probability of ultimate ruin
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    series expansions
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    ruin probabilities
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    continuous uniform claim sizes
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    tail probabilities
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