Approximations for the probability of ruin within finite time
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Publication:3685056
DOI10.1080/03461238.1984.10413752zbMath0568.62092OpenAlexW2064373659MaRDI QIDQ3685056
Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413752
diffusion approximationapproximationsnumerical comparisonsnormal approximationfinite timePoissonrisk theoryprobability of ruinexponential case
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Sequential statistical analysis (62L10)
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