Corrected normal approximation for the probability of ruin within finite time (Q4322971): Difference between revisions

@@ Property / cites work @@
+Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the <i>GI/G/</i>1 queue
+Normal rank
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+Approximations for the probability of ruin within finite time
+Normal rank
@@ Property / cites work @@
+Q4097679
@@ Property / cites work: Q4097679 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotic expression for the probability of ruin within finite time
+Normal rank
@@ Property / cites work @@
+Entropy, a useful concept in risk theory
@@ Property / cites work: Entropy, a useful concept in risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+The numerical calculation of<i>U</i>(<i>w, t</i>), the probability of non-ruin in an interval (0,<i>t</i>)
+Normal rank
@@ Property / cites work @@
+Probabilities of ruin
@@ Property / cites work: Probabilities of ruin / rank @@
+Normal rank