A note on the Taylor series expansions for multivariate characteristics of classical risk processes (Q1962815): Difference between revisions
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| Property / cites work: Taylor-series expansion for multivariate characteristics of classical risk processes / rank | |||
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Latest revision as of 12:38, 29 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the Taylor series expansions for multivariate characteristics of classical risk processes |
scientific article |
Statements
A note on the Taylor series expansions for multivariate characteristics of classical risk processes (English)
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27 January 2004
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finite time ruin probability
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surplus prior to ruin
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severity of ruin
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series expansion
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recursive methods
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