Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process |
scientific article |
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Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (English)
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18 August 2014
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Sparre Andersen risk model
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chi-process
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Gaussian process
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perturbed risk process
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finite-time ruin probability
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subexponential distribution
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