Recursive calculation of the probability and severity of ruin (Q1824337): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: The probability and severity of ruin for combinations of exponential claim amount distributions and their translations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5734004 / rank | |||
Normal rank |
Latest revision as of 09:57, 20 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Recursive calculation of the probability and severity of ruin |
scientific article |
Statements
Recursive calculation of the probability and severity of ruin (English)
0 references
1989
0 references
probability of ruin
0 references
severity of ruin
0 references
exponential distributions
0 references
survival probability
0 references
collective risk theory
0 references
claim amount distribution
0 references
gamma distributions
0 references
recursive method
0 references