A new look at the homogeneous risk model
From MaRDI portal
Publication:654830
DOI10.1016/j.insmatheco.2011.08.005zbMath1229.91162MaRDI QIDQ654830
Philippe Picard, Claude Lefèvre
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.08.005
risk process; Appell polynomials; convex order; non-ruin probability; order statistic property; finite time horizon; variance-to-mean ratio
62P05: Applications of statistics to actuarial sciences and financial mathematics
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