On a class of approximations for ruin and waiting time probabilities (Q1267184): Difference between revisions

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Latest revision as of 16:30, 28 May 2024

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On a class of approximations for ruin and waiting time probabilities
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    On a class of approximations for ruin and waiting time probabilities (English)
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    6 October 1998
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    ruin probability
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    queue
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    Cramer-Lundberg asymptotics
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    gamma distribution
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    compound geometric distribution
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    IFR
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    NBUC
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    NWUC
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    Tijms-type approximations
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    ruin and waiting time probabilities
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    tail corrections
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